С этого сайта вот макрос, который печатает все документы в данной папке с полным путем к файлу, добавленным в заголовок, выровненный по правому краю, 8pt Arial:
Sub PrintWithFileNames()
    On Error GoTo err_FolderContents
    Dim FirstLoop As Boolean
    Dim DocList As String
    Dim DocDir As String
    With Dialogs(wdDialogCopyFile)
        If .Display 0 Then
            DocDir = .Directory
        Else
            MsgBox "Cancelled by User"
            Exit Sub
        End If
    End With
    If Documents.Count 0 Then
        Documents.Close SaveChanges:=wdPromptToSaveChanges
    End If
    Application.ScreenUpdating = False
    FirstLoop = True
    If Left(DocDir, 1) = Chr(34) Then
        DocDir = Mid(DocDir, 2, Len(DocDir) - 2)
    End If
    DocList = Dir$(DocDir & "*.doc")
    Do While DocList ""
        Documents.Open DocList
        Selection.EndKey Unit:=wdStory
        ActiveWindow.ActivePane.View.SeekView = wdSeekCurrentPageHeader
        With Selection
            .EndKey Unit:=wdStory
            .Font.Name = "Arial"
            .Font.Size = "8"
            .ParagraphFormat.Alignment = wdAlignParagraphRight
            .TypeText vbCr & ActiveDocument.FullName
        End With
        ActiveWindow.ActivePane.View.SeekView = wdSeekMainDocument
        ActiveDocument.PrintOut
        ActiveDocument.Close SaveChanges:=wdDoNotSaveChanges
        DocList = Dir$()
        FirstLoop = False
    Loop
    Application.ScreenUpdating = True
    Exit Sub
    err_FolderContents:
    MsgBox Err.Description
    Exit Sub
End Sub