How to change line thickness when exporting view?

If you do View Capture to File you are going to get a raster image that is what you see on the screen (although you can change the resolution).

If you want to export to PDF you can control the line thickness either by layer or by object. To do it by layer, make sure the Print Width Column is visible. Use its dropdown to change the width as desired.

You can do the same by object on the object properties panel.