Are you talking about adding worksheets to Collections (using the orange "Collect It" button found on worksheet pages)?
To begin with, please make sure you've downloaded Adobe Reader, or some other PDF reader. To print out worksheets (either from a collection or from an individual worksheet page), you'll want to visit the specific worksheet that you'd like to print, and click the "View Worksheet" button right under the worksheet's image. The worksheet will either download to your computer, or open in a new window. You can then print it as you would any PDF document.