The most straight forward way is to convert tex to dvi and continue from there. This will also support PostScript images and operations.

latex my-doc.tex        # => my-doc.dvi
dvips -Ppdf my-doc.dvi  # => my-doc.ps
ps2pdf my-doc.ps        # => my-doc.pdf

If you only have jpg, png and pdf graphics, use pdflatex It produces small and good quality PDF files but it won't support PostScript images or operations.

pdflatex my-doc.tex  # => my-doc.pdf

# But you can use epstopdf to turn that PostScript content to PDFs
# and then \includegraphics{diagram.pdf}.
epstopdf diagram.eps # => diagram.pdf

Sources

• LaTeX to PDF
• ShareLaTeX