Can't get OneNote to work

Jurie67 wanted to see if I could help get you started as I use OneNote on a daily basis.

First item to note is there is OneNote and OneNote 2016 which are two separate applications.  As I don't have the links on the demo you saw wanted to call this out as the layouts of the two applications are different.

In both OneNote applications data is organized into Notebooks.  Within each notebook there are Sections and Pages.  I have pulled an example of "My Notebook" below and highlighted the "Add section" and "Add Page" to address your Collection section question.

I wasn't clear on your next section regarding whether you want to import a PDF and mark it up or write notes and then print the notes as PDF.  To Import a PDF into OneNote you would go to the Insert menu then you can select File and select the PDF file you want to import.  If you want to then Markup that file you could go to the Draw section and modify the PDF.

To Print as PDF you would need to click on the ellipses in the top right hand corner of OneNote select Print and choose the Windows 10 feature to "Microsoft Print to PDF"

Hope this helps you in your OneNote journey.