If you’re running local docking, then place the two together in a rough estimate orientation. Then export the PDB with both proteins. In PyMOL, you could do it using Export Molecules. If you’re running global docking, just put the them together in any orientation. Things to ensure: the name and order of chains in the PDB matches the order of chains in the partners flag. If you’re using a native structure for comparison, the residues should be the same.