Worksheets are printed by default.

If you are reviewing on-screen, you will find that listed as Worksheets, which appears before the actual return.

On the printed copy, these are printed after the Statements.

There are some options for worksheets such as whether wage and withholding summary should be printed as part of the Worksheets or Statements and whether to include K-1 reconciliation.  You'll find these under General > Misc. Info./Direct Deposit, on the Miscellaneous tab.