Step 1: Save you work by clicking File->Save in the output window.
choose a name of type *.lst (for example, bmi.lst)
Step 2: Go back to the terminal window. Type "lpr bmi.lst" in the command line. Press "Enter".
Step 3: Go to the output service center to retrieve your print out.
Similarly for printing LOG and PROGRAM file.
Just go to the corresponding windows and click File->Save to save them.
File types are required to be "*.sas" for PROGRAM and "*.log" for LOG.