If you expand the diagramming zone (Click on the icon on the upper right corner of the zone), you'll see the diagramming space is divided into pages. That is how the diagram will print. I find it easier to work in a magnified diagramming zone for this reason. It gives me a sense of exactly ho much room I have to lay things out.
The trick is to make the diagram, or at least each major section of it, all fit on a single page. One way to do this is to learn how to "continue" a diagram. Simply duplicate the last item (word or phrase) on one page and copy it to the next page, after which you can continue diagramming from that point as normal. Use this "cascading" approach to fill up as many pages as needed for the diagram. Using this method will allow you to print on normal-sized pages, save as PDF to normal-sized pages, or copy as picture and place on a normal-sized slide for presentation.
You can also just use a smaller size font for your diagrams. This makes it easier to fit everything on a page, but harder for others to read once printed (or exported).
Hope this helps!