You use the export dialogue for this purpose. Highlight the images that you want to make JPEG copies of, and then open the export dialogue. There is a button in the bottom left-hand corner of the library module, or you can just right-click on the images that you have highlighted. Then you can set up your file type and quality and the destination and a number of other options in that dialogue. Then you just click on export and you will have JPEG copies of your raw images.
Shooting NEF files will provide you with the greatest flexibility in Lightroom when working on your images. They are at a higher bit rate and have a lot more image data that JPEG files. If you work on your NEF files in Lightroom then you can ask for JPEG images whenever you need a copy that includes all of your Lightroom adjustments. These JPEG images can be shared with others or sent to a lab to be printed.
From within Lightroom, you can print photos using the Print module, and then there's no need to create a JPG first.
If you need to send the photo to some external printer, then you create JPGs by using the File->Export... command.