File > Create > PDF from Web Page...
Thanks Bernd, I stumbled across it myself - I am pretty sure what I was
looking for is;
edit pdf>Link>Append all links on page
which creates a single pdf using a list of several url addresses.
However, I still have a problem, as the resulting pdf is no good, because the
capture of each of the web pages only reproduced approximately the visible part
of each of the web pages, and did not include in the pdf all the other material
that a reader would see when scrolling down.
Each of the destinations of the url’s was an article within an internal
Sharepoint wiki, which I suspect is part of the problem because when I added the
url of an external website page to my list of links and recreated a single pdf
via web capture, the resulting pdf did include all content of that external