Yes, EXIF data may be saved, depending on how your PDF tools work.
As an example, you can take a JPEG with EXIF data, put it into LibreOffice Writer, then save that document as a PDF with "Lossless Compression" enabled and "Reduce Image DPI" disabled. If you then extract images from that PDF (there are many tools for this, I used an online one for speed) the JPEG EXIF data will still be there.
If you enable lossy JPEG compression, at least in LibreOffice's PDF export dialogue, it appears that the JPEG is recompressed to a new file with EXIF data stripped.
It is not difficult to remove EXIF data from images in Windows, and you should be able to talk them through the process. For each image, right click it, go to properties, go to the details tab, click the "Remove Properties and Personal Information" link at the bottom, select "Remove the following properties from this file", click the Select All button, then click OK.