Headings, paragraphs, bold and italic text, links, lists, tables and code come across in a clean, printable layout. Page colours, columns and other styling are left out so the text is easy to read.

Pictures that are linked from the web are not fetched, because Think Pages never sends anything off your device. Pictures stored inside the file come across. To keep every picture, save the page in your browser as "Webpage, Single File", or use the browser's Print > Save as PDF.

Not directly, because that would mean fetching the page from a server. Open the page, then save it as an .html file or copy and paste its content.

No. The HTML is read and laid out in your browser, and the PDF is created on your device.