I am using Drupal 7.12 and Webform2PDF 7.x-3.0. Is there any feature to save the PDF file to server using this module? Or how can I do this with this module? Or is there any other module ?
No you cannot save it on the server. One way would be to create your own code to grab the pdf with a tool like cURL and save it to the server. You could trigger your code to run every time a webform is submitted throught Rules and Webform Rules. You could issue a feature request to the module developer in case he wants add this fuctionality.
There is also this module: Fill PDF that does what you require. It is quite harder to get it to work with Webforms since you need to build your own pdf form template.
Have you read the documentation ? It states
The Webform2PDF Drupal module is an extension of the Webform module. It can be used to generate PDF document from the results of a form. The generated PDF document can be attached to the form summary e-mail sent by Webform module, or it can be downloaded from the /Results/ page.
As it can be downloaded it should be in your server. You can access it by typing the URL for sure.