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Can it help other worlds in need even if it is a pdf?

Yeah, usually in-system though.
It won't leave the system unless conscripted/recruited into the guard...
The PDF of Medusa V left to fight on its sister planet shortly before it was condemned...

PDfs can be used in private wars (I think that was in the Rogue Star novel and the IA 9 and 10... the Karthans used their private forces to fight the Tyrand and the Imperium didn't want to get involved in a local/internal dispute IIRC). I'd say its not very common though because it requires having access to some sort of warp capable ship if you expect to go beyond in-system.

Ah IC so they can but its very rare...

Rare or impossible. Technically a great many things are 'possible' in 40K, its just not going to neccesarily be common, likely, or even infrequent. The Imperium can be pretty resistant to standardisation like that (partly a reflection of human nature I suspect.)

Also I kinda doubt the Imperium would look TOO kindly on any given local planet or sector doing this too often. If their actions disrupt their own activities (acquiring Tithes for example) or piss off someone in power they're likely to be slapped down. They tend to keep people on planets for a reason after all.