I would recommend you read up on this link for a workflow of printing from Adobe Help:
With that said, I would recommend setting up a template for your A3 or A4 prints, so you can easily reference them for future printing.
In the Print Module, left side bottom, just above the film strip is a button <Page Setup>. Click this and it takes you to the setup for your printer where you can select different paper sizes.
I have A3 and A4 in my list of paper sizes - but that's not Lr - it's the printer's dialog. So you need to have a printer that supports printing in A3 or A4.
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