The File menu normally contains, among others, the three entries Page Setup, Print Preview and Print.
However, when I select the MyComputer entry from the Outlook Bar, the File menu only contains one of these three, the Page Setup entry. You can get at the Print Preview and Print options by selecting Page Setup, Table Style then pressing the buttons for Print Preview or Print. You can also press Ctrl+P or click the Print icon on the toolbar.
The Print and Print Preview entries are missing whenever a file system folder is selected. There appear to be other entries missing also, e.g. Work Offline and Exit.
They are present whenever an Outlook Folder is selected.
The Help for Print seems to imply that you always select File, Print.
This seems to be an error in the File menu, but I spoke to a Microsoft Tech Support person. He reproduced the same effect, but suggested that it was "as designed".

However, Outlook 2000 File menu for file system folders has the Page Setup, Print and Exit entries (but no Print Preview or Work Offline). So it has changed beed versions.