To turn images into a searchable PDF you'll have to use third-party software. Acrobat, Adobe's online PDF to Word converter, PDF Expert, etc -- try a web search on "create searchable pdf from images".
Here's a demo Acrobat-created PDF from a screenshot of your OP (Dropbox link, valid until 2025-06-18).
Depending on what you are trying to achieve, you might be able to do something with KM's OCR -- a plain text file generated from each PDF would at least let you search a folder-full and find "every PDF mentioning chocolate", for example. But I suspect that isn't the kind of search you want...
It's the action's "Language" pop-up -- IIRC, "Apple Text Recognition" is Apple's and all the other options are Tesseract.
You can select multiple images in the Finder and if Preview is your default app to open them just press command+down arrow. Then command+p to print and save them as a PDF.
Make sure Preview preferences are set to "Open group of files in the same window"