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It’s possible using the VitalSource Bookshelf software through which you view the eBook.
When you choose to print, it appears to only allow you to print one page at a time, but I discovered that I was able to print each Study Session in full every time. I printed to PDF first just to ensure that it had exported every page.
Now I use a mix of eBook and paper, depending on where I’m studying. Paper is preferable as I tend to get less distracted than if I am in front of my computer. If you have the option of printing and buy a bunch of binders or wallets, it’s very cost effective.
I finally got a chance to download the software and was able to print by section. It’s unfortunate the type is so small but I’m going to see how well this will work out. So far I’m using the CFA curriculum and Analyst Notes. Are you using anything else to supplement your studying?