1st... make sure your printer is on "the list"
https://support.microsoft.com/en-us/kb/3083720
2nd... make sure your phone and printer is on the same network
3rd... if the app supports it, select print. it "should" scan your network and if the phone sees a compatible printer, it will appear in the printer drop down box, if not, then you are stuck with PDF.
not all apps support printing, I've only tested with the photos and maps apps