On the Orders page there is 3 reports you can print out for the orders that may help you with processing and shipping your orders. These reports can be printed from any status of the Orders section. They are found at the bottom of the page, below the Order Search Results.
Along the left side of the Order Search results, is a series of checkboxes. Selecting the top one, selects all the checkboxes. You use these to select which Orders you are printing the reports for.
This prints out an Invoice for the Order. With all the Order details.
Pullsheets are a list of all the products on the orders selected, sorted by Category. It gives your the category it is from, the full product name, and Quantity. You can add additional sorting options as well. This article goes over setting up the Sorting options for the Pullsheet. Sorting options will also apply to Invoices.
This gives you a Printable list of the Addresses. The List of addresses you get when you Export the Orders to CSV is probably more useful that this report.