To use this function, you need to have a drawing opened in CATIA, then next step is to press Alt+P. It should open the dialogbox waiting for you to select a printer. In the "Size Selection" select the number that corresponds to the page size (for example to print in A4, choose number "4").
There is a combination to print it quicker: Alt+P+4 for a A4 size.

More: Quick Print