In the File menu you can find options for opening, saving, exporting and printing your file:
To open any supported file:
Open recent… allows you to chose from a list of recently-opened scores.
Save…, Save As…, Save a Copy… and Save Selection… allow you to save native MuseScore files (.mscz and .mscx).
Export... and Export Parts... allow you to create non-MuseScore files, such as PDF, MusicXML, MIDI, and various audio and image formats. In the Export dialog, you can choose which format to export to.
MuseScore remembers which format you picked the last time and makes that the default for the next time.
Print... allows to print your MuseScore file directly to a printer from MuseScore. Depending on your printer you will have different options, but generally you can define the page range, number of copies and collation.
If you have a PDF printer installed, you could also "export" to PDF using Print, but it's usually better to use the native PDF option under Export for more accurate rendition. Note: For this to work properly with Adobe PDF, make sure to uncheck "Rely on system fonts only, do not use document fonts" in Printer properties.