You can't. The only thing that "generates PDFs" is the PDF writer which is a print driver. That driver can only talk to the file system. Azure Blobs are not a file system nor do they integrate with Explorer such that this would work.
Personally I would say you may want to look into Azure File Share instead. It is designed to expose a file share that you can treat like a normal file system and yet the files are stored in Azure. This scenario was sort of what it was designed for.
If that isn't an option then you have to create a custom solution. The first option would be to save the files to a local cache directory. Then have a separate process (perhaps scheduled) that copies files from the local cache to Azure. What that process looks like would be up to you and your skillset. You could use Powershell if you want a scripting approach or a more traditional program written in Java, C#, etc. The process would need to run periodically but that could be handled by using Task Scheduler.
The other, more complex, option is to create your own virtual print driver that prints the PDF and then uploads it to blob storage. This is a lot more work but makes it easier to use this solution on multiple machines. Note that the driver would need to be signed in newer OS versions and that is an extra layer of complexity.
All this predicates that you are wanting to store the PDFs in some well-defined location, the user printing the PDF isn't relevant and that security isn't a problem. If any of those are concerns then that is going to add more work to your solution.