Several graphics formats use pfi extension for their images. If you are not sure what kind of image it is, you will have to try any of the following options to identify the origin of your file. However any program that can view and print your image can be used for PDF printing purposes.
Exporting Panorama Factory images in PDF format
The Panorama Factory photo editor from which one the *.pfi files originates supports export to several other graphics formats as well as PDF.
Saving PhotoFiltre Studio images as PDF documents
PhotoFiltre Studio also uses pfi extension for its main image format but does not support save or export as PDF by default. However through the print function you can get your *.pdf documents if you have a virtual PDF printer installed.