Generate PDF file for Imported Sales order in Finance and Opeations Portal/API
PDF is just a file format; it's not clear what data you'd like to include there. Won't printing a sales order confirmation to PDF give you what you want?
If none of the existing reports meet your requirements, you can create a custom one. This will handle data extraction, a design of the document and PDF generation.
When you're able to create the PDF you want, you can start thinking about how to get it via a web service. Consider attaching the PDF to a record; you'll find existing entities capable of exporting such attachments and design your entity in a similar way, if you decided that a data entity is the right approach. Alternatively, you can create a custom service or an OData action, access attachments on SharePoint, actively storing PDF files in a shared location or so. You'll see what you actually need when know more about business requirements (e.g. triggers).