For Windows, the application should already exist and be available on the system path in <tomcat home>\webapps\asset-bank\WEB-INF\manager-config\win-tools directory.
On Linux and OSX the file needs to be placed in the PATH. (e.g. /usr/bin).
In order for Asset Bank to show this option enter the PATH in the property ‘wkhtmltopdf-path‘ in ApplicationSettings.properties. By default the value is 'wkhtmltopdf', assuming the install is Windows based.
Please check the relevant help page for more information on configuring this functionality.