Hello VERDIDA Reymond,
Welcome to the microsoft Q&A forum.
From the below document, .pdf is a supported file type that can be scanned by offilce 365 DLP.
A similar ask is discussed here: https://techcommunity.microsoft.com/t5/microsoft-365/what-are-the-file-types-that-can-be-scanned-by-office-365-dlp/m-p/330088
I hope this answers your question. Please let me know if you have any further questions.