Printing from Vim is not like any other application since it has both console (Vim) and desktop (GVim) versions running off the same backend. On Linux, it does not show a Print Dialog, where I can pick the printer and other print options like number of pages per side, orientation and duplex. So, I print to a PDF file, open it in a PDF viewer and print from there.
To print to a PDF file from Vim:
:hardcopy > out.pdf
To print to a PS file from Vim:
:hardcopy > out.ps
Tried with: Vim 7.4 and Ubuntu 14.04