Hi,
When you create your printed documentation, on the third screen of the wizard, you can add extra topics to your output. Check Show all topics to see all topics and add them to your documentation. The printed documentation will use the html headings for the TOC, so if all Topics start with a Heading 1, every page will be a new chapter in your word document. You might want to edit that a bit. You do not have to add your frameset to the printed documentation.
A framset is not a topic, it is an empty HTML file, which only sets a frame so you can use multiple pages on one screen. What it does is taking the screen space of an html file and slice it up in smaller pieces. Every piece calls another HTML file (which also can be a frameset). You can manipulate the other frames by using hyperlinks that target a specific frame in the frameset. See the W3C for in-depth information.
I would recommend using as little frames as possible, for it may also cause issues when a user prints your topic (and when viewed on a mobile device, but that's probably hardly an issue).
Greets,
Willam