I haven’t found a way to create DataItems (Data Object, Data Store, Data Input, Data Output) in this new Modeler.
It was nevertheless available in the Eclipse Camunda Plugin (which is now deprecated).
PS: this modeler looks pro and provides really nice diagrams (even if some mandatory features are missing like export as JPEG or PDF, but it will certainly come later).
it is possible to create data objects using the palette. The other data items are not yet implemented in bpmn-js, but they will in the future. You can keep track of the development process on github for data stores and data input/output.
The possibility to export as PDF is discussed here: Camunda Modeler - Output to PDF?