We are new users of Joomla and CB. We have recently brought up a rebuilt website for our organization of 150-200 members. We wish to create several user lists. How do we view these lists and then print them to paper?

Userlists are created from Userlist Management from backend. There is however no print feature. So you'd simply need to just print the whole page. If you navigate to the userlist with &format=component then it will display JUST the userlist (strips Joomla template). This could be used in a pop-up window or something of the sort.

First, why can we NOT order all of these entries in alphabetical order?

User Management is NOT a Userlist. You can not sort it the way you can sort a userlist by editing that list and changing the Sort By parameter.

Second, at this place, can we then show one of our lists?

Userlists are shown on frontend and not backend by creating a menu link to them.

Once we create the list, it is not clear how we can view the list, much less print it!

I highly recommend reviewing your documentation as this is basic CB setup. You simply need to add a menu link to your userlist to view it, again though there is no print feature for lists.