Basically, the file size reduction process is used in all three cases, so you can avoid delays in sending files due to large files. Explaining JPG, PNG, and PDF in detail will take a long time and will not be covered, so I will write about PDF conversion.
If you take a photo with your phone, the image will be in JPG format. The images downloaded from the website will be in JPG or PNG format. When you take a screenshot, you can get the image in JPG or PNG format.