Yes, you can create your own PPTs and PDFs. You can also use screenshots in you training materials. Just mention in the beginning of your files that all copyrighted content shown on the screenshots belongs to SAP.
The main problem is with the server for your training purposes. Currently, I see these options:
Option A
Get access to an SAP server from SAP. Read more here: SAP Live Access. The main downside is that it is ridiculously expensive. The price depends on various options but, for example, 20 hours of access to the server (for one user) will cost you USD 191.
Option B
Get access to an SAP server from a third-party company. The prices vary but, for example, you can get one month of access for USD 50 (for one user). I do not know what kind of software these companies use but they claim that it is okay to use it as long as it is not for production purposes (e.g., you do not enter real business transactions in the system). My hypothesis is that these companies purchased some real licenses from SAP and as holders of these licenses they got access for downloading SAP IDES.
If option A is too expensive for you, I think that option B still could be a viable alternative because you are protected from potential risks by the third-party company that provides you the SAP server. If something goes wrong and SAP asks you about licenses for the software that you are using for training, you can simply show them invoices from the third-party company and tell them that you outsource your SAP server to this company. It then will be responsibility of the third-party company to present the licenses to SAP.