Hi,
To print an image of the full picture with pattern lines, use the "Design" tab on the print dialog. There are several settings there, to make the design fit on a single page and to choose between showing the original image or the colored pattern pieces.
The naming/labeling of pieces can be done with menu "Edit" -> "Name shapes for paper piecing". The software will try to find the best way to piece the pattern, which should work OK for the dolphin. For more complex design, you may need to help the software and manually decide how to label the pieces.
Sewing together: each block uses its on letter (block A, B, C and so on), followed by a number for each piece in the block. The sewing order: sew A1 to A2, then A3 to (A1+A2), then A4 to (A1+A2+A3), and so on. Repeat for every block. You will have to figure out for yourself in which order the pieced blocks should be put together, the software does not tell you that.
Arnout