To convert an XPS file to a PDF file, you need to print the XPS file as a PDF, which creates the PDF file. This is a simple process as long as you have a PDF printer set up as a printer option.
If you do not already have a PDF option under your printer options, it is fairly straightforward to create one. The easiest program to use is CutePDF Writer. This is a free program as of 2015, and it is available for download at CutePDF.com. It creates a virtual printer used exclusively for creating PDF files. After downloading it, run the file to set up the program.
Once you have a virtual PDF printer, converting your XPS files is easy. Open the XPS document that you want to convert to a PDF, and navigate to the print screen. Alternatively, you can use the shortcut Control + P. Under the Select a Printer menu, you look for the option for the CutePDF Writer. Click this as the printer you would like to use to print your XPS file. The last step is to click print and follow the prompts to name your PDF and choose where to save it.