I never use the Print option directly from file manager, but I believe what it does is invoke a "helper" application to render the document or picture for printing, and then sends it to the default printer. Not all document types give you a Print option in the right click menu. Personally I just open the document I want to print in a suitable application (e.g. Word, Excel, Adobe Acrobat, Irfanview etc. etc.) and print from within the application. This gives you more options with regards to print settings and page setup too.
In Windows XP/Vista/7/8, the default picture viewer (which also handles printing via the right click menu) is "Windows Photo Viewer". This was recently changed in a Windows 10 update to a new app called "Photos", but Windows Photo Viewer should still be on the PC. It's possible to change the default photo viewer back to Windows Photo Viewer, and that may allow the Print dialog from file manager to work properly with pictures. You would do that via the default application settings. But if you're happy continuing to open pictures in Paint, and using that, that's fine.