Methodologies:
Method A) You can right click on the ppsx/pps file and then click New, this will open a new presentation in PowerPoint with the contents of the ppsx/pps show.
Following, you can modify the document and save it to the desired format.
Method B) You can start the PowerPoint application, go to the File menu and then select Open from the menu on the right, navigate to your ppsx/pps file and open it. After you make your modifications save it to the desired format.
Video Examples
This video demonstrates how to convert a PPSx (PowerPoint show) file to a PDF.
The following video demonstrates how to open a ppsx and a pps file using PowerPoint in a way that you will be able to edit them.
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PPSx to PPTx Conversion Tip is Just Great