By default, you can create a PDF invoices in these ways:
Manually: By clicking in the icons in the order list or within the order details.
Automatically: By setting the PDF invoice attachment for specific email notifications (under WooCommerce > PDF Invoices > Documents > Invoice):
In the example above, the PDF invoice would be created automatically, when the order reaches the Completed status and send the Completed order email notification.
If you want to block the PDF invoice creation altogether for certain order statuses, you have to select them under WooCommerce > PDF Invoices > Documents > Invoice: