Microsoft has two major reporting applications. SQL Reporting services (SSRS) and Power BI.
SSRS is a server report generator. the report viewer has an export to word, excel, pdf, etc.
Power BI also has some export services and integrates well with excel.
https://www.microsoft.com/en-us/power-platform/products/power-bi
Generally reports are embedded in word as images. As pdf creating is typically done a print driver, embedded objects are just printed. Neither service has direct support for building word or pdf documents. Both target hosting reports on a web server, though Power BI can also be hosted by excel and produce excel files.
as for application library support, there are two major sdks:
openxml, a library to create and read office xml files:
https://learn.microsoft.com/en-us/office/open-xml/open-xml-sdk
graph sdk. this is a library to create and edit online office files:
https://learn.microsoft.com/en-us/graph/sdks/sdks-overview
for building reporting applications with C#, you probably need to go 3rd party. also MS has no pdf generation libraries. again you need to go 3rd party.