Once you have confirmed an order, it will appear in a list on the Orders Pending Submission to Warehouse page.
To get to this page, go to the Orders tab and see Pending Deliveries in the lefthand sub-navigation.
On the Orders Pending Submission to Warehouse page, select all orders you wish to push to download as a single PDF. At the bottom of this page is a With Selected button, from this dropdown click Download to PDF - Single File. This will drop a PDF containing an invoice for all orders selected to your downloads folder.
To remove these orders from the Pending Deliveries page, use the With Selected button and choose one of the Marked as Processed options.