In ProSelect, there are a number of different Proofsheets that can be printed (ie Images, Layouts or Book designs).  You will find the Print Proofsheets feature under the File Menu.  You can also print a Book Report (as of ProSelect v4.1 or newer)

More details can be found in the easy reading ProSelect Reference Manual under the "Printing" section (quick access under the Help menu in ProSelect).

In ProSelect version 3

You can print a layout with image proofs by:

1. Using Export Selected Sample Layout.. (File Menu) to export a low res version of the layout into a .jpg file,
2. Adding that file back as an image into the album using Add One Image (Album menu).

You can then manipulate it as your would any other image and print it with your proof sheets.