It doesn't work that way. The left vertical colume just shows which all files you want to print. In addition you can add/remove images which you want to print.
All files which are shown in left panel will be shown in grid (in print dialog). Depending upon the 'print size' they can be on different pages. To navigate between pages, you can use 'left/right navigators' present just below the zoom slider. Let me know if it doesn't answers your question.