If you are using the Comment or Drawing Markup annotations then these "float" above the PDF page content.
In the print dialog presented by a "file - print" - -
In the upper right observe "Comments & Froms". There is an associated drop-down menu.
Use it to select "Documents and Markups".
Now, when you print to paper both PDF page content ("Documents") AND the annotations ("Markups").
Be well...
