Are you using ProConnect Tax Online, which runs in the cloud instead of your machine?

In PTO, to print the file, you are essentially just downloading a PDF file.  You'd go to File Return > Print > View/Print Return PDF and click on the "View Return PDF" button.  A new tab should be opened on your browser with a PDF of the return.  You'd then have the usual option, just like on any other website, to download that PDF.  In the event you have problem printing the file within the browser for some reason, use your PDF reader to open the file and print from that instead.

If, by following those steps, you are still not able to at least open the PDF file on the browser, there may be a problem with the PDF extension associated with your browser.  You should then fix that before trying again.