Install module that has an external php script and a couple of other files
You should use the Libraries module - it allows integration with external libraries and scripts.
This is the correct way of adding libraries and using third party scripts in Drupal. This way several modules can use the same library and same sources, which is better from maintenance and organization perspective.

You can define a dependency in your custom module using the hook_libraries_info() and then include the library when you need it with libraries_load()`.

As an example, take a look at Colorbox to see how the hook is implemented there.

Check out also the Print module.

In your particular case, you will probably use TCPDF for generating PDFs, so you should define a library dependency like so:

/**
 * Implements hook_libraries_info().
 */
function YOUR_MODULE_libraries_info() {
  $libraries['tcpdf'] = array(
    'name' =&gt; 'TCPDF',
    'vendor' =&gt; 'http://www.tcpdf.org/',
    'download url' =&gt; 'http://sourceforge.net/projects/tcpdf/files/',
    'version callback' =&gt; 'YOUR_MODULE_tcpdf_version',
    'files' =&gt; array(
      'php' =&gt; array(
        'tcpdf.php',
      ),
    ),
  );

  return $libraries;
}


And when you need it, just call libraries_load():

libraries_load('tcpdf');


Last thing - don't forget to add dependency for libraries in your module .info file.