When Smart PDF prompts you to create an OutJob... tick it.

More specifically, you can create an OutJob file from new, or from project settings like this, and set up whatever outputs you like. Usually you'll have two output containers to run: one for all the PDFs (schematics, PCB prints, mech drawings..) and one for all the files (Gerbers, ODB++, BOM, IPC, STEP..).
Or one for each kind of file output (e.g.: SCH PDF, SCH file (AutoCAD?), PCB PDF, PCB files, ASSY PDF, ASSY files), but how you do that, and why, is an advanced topic.
Tim