If you have permission to download documents from a case, you will have a "Bundles" button available as follows.

Log in to https://uk.caselines.com (or the CaseLines instance you normally use), click View Case List, if you let the screen load without anything in the filter it will show any cases you've been invited into on the bottom half of the screen.

Click "Update Case" and then when you get the screen with all of the buttons, click the "Bundles" button. From this tab you'll see that you can download the whole bundle, the index, or the individual sections as PDF's that you can then print.

If for any reason you don't have the Bundles button option, you would need to contact the case creator for them to amend your access permissions.