PDF and SVG file types are “container” files, they can contain both vector and raster (pixel based) image types.
But raster images can only be engraved, there is no vector path associated with it to tell the machine how to move for a Cut or Score. For that you need to add a vector path.
So if all you get is an Engrave option…it’s likely a raster based image. 
There’s a little Design Basics tutorial here that explains what’s going on: