Export the chat first. WhatsApp keeps conversations in the app, so start with Export chat on your phone. Include media if the printout should show the photos, then copy the export to your Windows PC and open it in ThreadBind with Pick folder.
Choose the paper. ThreadBind picks Letter for PCs set to the United States, Canada, Mexico or the Philippines and A4 everywhere else. Change it under Page size in the Export PDF dialog to match the paper in your printer.
Pictures or text only. Photos print inline under their message, scaled to the page width and at most about four inches tall. For a shorter printout that uses less ink, turn off Include pictures in the PDF; every picture is then listed by name in its place.
What every page shows. The chat name runs along the top with a thin rule beneath it, and the page number and total sit in the top corner. Each message starts with its time in a fixed-width font and the sender in bold, and the text wraps to the page with even margins. A new day starts with its full date.
What the first page shows. A title block gives the chat name, the number of messages, the first and last dates, the number of participants, and when the PDF was made. Anyone picking up the printout knows what period it covers.
Check before you print. After Export complete, ThreadBind shows the first ten pages of the PDF in the app. Look at one day with photos and one long message, then choose Open PDF.
Print from your PDF viewer. Use the viewer's print dialog to print every page, a page range, or both sides of the sheet. Because the layout is fixed in the PDF, the printout matches what you saw on screen.
Keep the PDF. The PDF is a file you can print again, email, or store with other records, and the original export stays untouched beside it.