I'll give you the snippet of code from one of my client projects since it shows how to do some useful stuff when it comes to printing out wingrids. They do have some great samples, check out the download available, you should be able to find the samples installer. I also recommend downloading the offline documentation. They put a lot of great information inside it that nobody seems to read. Good luck!

        private void btnPrint_Click(object sender, EventArgs e)
        {
            UltraPrintPreviewDialog ultraPrintPreviewDialog1 = new UltraPrintPreviewDialog();
            UltraGridPrintDocument printDoc = new UltraGridPrintDocument();
            ultraGridPatientInformation.Rows.ExpandAll(true);
            printDoc.Grid = this.ultraGridPatientInformation;

            // Horizontally fit everything in a single page
            if (chkFitToPage.Checked)
                printDoc.FitWidthToPages = 1;
            // Set the document to print in landscape
            printDoc.DefaultPageSettings.Landscape = true;
            // Set the document name through the PrintDocument which returns a PrintDocument object.
            printDoc.DocumentName = "Patient Information Grid View";
            // Set up the header and the footer
            printDoc.Header.TextCenter = txtReportTitle.Text;
            printDoc.Header.Appearance.FontData.SizeInPoints = 14.0F;
            printDoc.Footer.TextCenter = "- Page <#> -" + Environment.NewLine + DateTime.Now.ToString();

            // Set the print preview document and show the window
            ultraPrintPreviewDialog1.Document = printDoc;
            ultraPrintPreviewDialog1.FindForm().MdiParent = this.MdiParent;
            ultraPrintPreviewDialog1.Show();
            ultraPrintPreviewDialog1.FindForm().WindowState = FormWindowState.Maximized;
            ultraPrintPreviewDialog1.FindForm().TopMost = true;
        }