Chapter 11, "Orchestration and Flow," presents an interesting discussion on the Print command vs. the Print Setup command and the importance of direct printing from the toolbar. Other ideas about printing are sprinkled throughout the book.
See the chapter on secondary windows for a discussion of the Print, Print Setup, and Page Setup dialog boxes. It recommends the Page Setup dialog box over the Print Setup dialog box. I believe this is a good recommendation, since the Page Setup dialog box presents more useful settings than the Print Setup dialog box. However, note that currently the MFC document/view architecture doesn't give you a choice.
Chapter 13, "Printing and Print Previewing," describes printing in Windows in general, printing specifically with MFC and document/view, print previewing, and printing tips and tricks. It includes a detailed description of how print previewing is implemented in MFC. I always review this chapter when I write printing code.