As Reinhard stated, PKZIP 2.04 is quite old. The latest version of
PKZIP for DOS is 2.50, released in 1999. (Yes, some people still use
DOS 6.x for business computers.. ;-)) The latest version for Windows
is 9.x something.
To answer your question.. Because of the way DOS (including the
various command processors, COMMAND.COM and CMD.EXE, what many people
call a "DOS box" under Win32 OS's) works, the "*.pdf" is not being
expanded by the command processor. Rather, it is being expanded by a
code stub inside the pkzip.exe executable. Because of this, that old
(legacy) code may have some bugs which cause it to fail under newer
OS's.
Your best bet is to upgrade PKZIP to a newer version; get WinZip,
PKZip for Windows, or one of the freeware ZIP managers, such as
Info-Zip (do a google search for it ;-)); or read the PKZIP docs to
learn how to use @<listfile> include/exclude files. For example, the
first command, below, outputs the directory listing of all *.pdf's
into a file called "PDFList.txt", which you can then edit before
passing on to PKZIP.
dir /b *.pdf > PDFList.txt
pkzip.exe MyPDFs.zip @PDFList.txt
If this still does not work.. Well, PKZIP 2.04 is so old, it is
unlikely you will find much other help. Time to upgrade! (I believe
Info-Zip works under DOS 5.x and higher, as well as any Windows
version command processors. But do not quote me on that..)
Good luck.