To set margins to 0, you need first to open the printer driver settings (from within LR print module) and set the printer driver to borderless mode.
LR loads the minimum border it shows from the driver.
Where can I find the printer driver settings in LR? I don't use a printer, I only make a collage.There is no printer connected with my iMac
Thank you very much
I can see the OP's problem-
In the situation where there is no printer installed, there is no printer set-up dialog available to set 'Borderless'.
I have experienced this when giving a workshop on a laptop without a printer installed.
And all the links from McLion above are great but assume that a printer is installed.
I am interested to hear if anyone has the answer to "Borderless without a printer driver installed".
On my windows-10 Dell laptop, among the default 'print' drivers I have "Microsoft XPS Document Writer" that will allow borderless as I can set the margins to zero and maximise the cell size. I do not know if this "XPS Doc writer" is a default with WIndows-10 or if it installs with MS-Office software.