PDN graphics format is generally only used by Paint.NET software, so the most convenient (and perhaps only) way how to create .pdn files from .bmp sources is to use the program itself, you can download it for free on internet - simple enough.
Convert Standard Windows bitmap image to Paint.NET picture format.
We found one software available in the database for this conversion.
Microsoft Windows software - convert bmp to pdn on Windows
A free photo and image editor
Convert from bmp file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.