Zakiyya - Xara Photo and Graphic Designer can export a PDF file, but the options are limited.

If you are going to be working with a lot of CMYK materials for advertising, you will be better off upgrading to Xara Designer Pro X which offers a wider range of PDF/X types and options.

Xara can export a CMYK TIFF, which is better quality than JPEG, but I have never been real confident in this format.