Is there a way to print out a CourseLab course? We have some users that have to have their material approved by supervisors who want to use pen and paper[:(]

You want the same material you'd see on screen but printed.
Just screen grab the pages and print them off, or make a record sheet where the answers are recorded. It does seem a rather pointless exercise to make web delivered, recorded and scored training to do this though.

If you want to add a print this page button you can quite easily.
It will be a button or object with an onclick javascript action attached to it.
The script itself is
JavaScript:window.print();