I and others would like to know more about what is in your course. Generally speaking, there is no button to push that will print out a PDF of a course. I think that is a good project for somebody but there will be some problems. And I while I don't think this is the best place to ask this question, I will go ahead and answer it with my limited knowledge. It is a good question.
First thing, I did a search in the search box on moodle.org using "print lesson". I ended up finding Greg's print which is a css solution for Lesson. There are probably more out there for other modules. I will let you do the creative searching
Printing different types of activities and resources has not been standardized in Moodle for some good reasons. Remember that the basic Moodle concept is that learning takes place in an interactive environment. Thus it is hard to print up say something like a Lesson Module which has been set up to be presented upon the choices that each student makes. A course is really a collection of different activities and resources, plus it can display information in blocks, so pressing a single button to print "a course", is of course difficult on many levels
It would seem to me that you could set up your course with the idea that it would be printed. If nothing else, the ability to print up individual pieces as PDFs and then if necessay joining them together with an Adobe product, would be useful for many in the training realm. Your courses would be a lot like ours, which are not very interactive. So printing up one of our Lessons in "logical page order", would work.
My long answer probably does not help you much, but I learned something about a way to export questions from Lesson!
Moodle community sites
Moodle documentation: how to export courses to pdf file
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