I need to combine multiple partial screenshots into the same file with Greenshot. I would rather prefer that file to be .pdf. Since I do not think greenshot allows creation of pdf files, I am okay with JPEG or PNG format as well, as long as resulting file is readable.
As of now, Greenshot does not support combination of multiple images into one document (except adding an image onto a screenshot).
Windows 10 allows "printing" multiple images into a PDF file, though. For earlier Windows versions, you'll probably need 3rd party software like PDFtk. (I have not tried it, but from the website it seems it could do the job, plus it is free and open source. This superuser answer lists some more tools.)
If you're familiar with the windows command line, it should even be possible to use Greenshot's external command plugin to send screenshots directly to the PDFtk command line interface.
Disclosure: I am a member of the Greenshot development team.