Printing 'step by step' guides

Hi... I've created a software simulation in Captivate 9, and I'm having a look at the outputs. I have tried to use the print function to output a step by step guide into Word, but all I get is a blank page with header and footer text that is entered in the print dialogue box.

Can anyone tell me what populates these 'steps', or where I might be going wrong, as I'm clearly missing something.

TIA

Lauren