The answer to almost every copyright question is "it depends."
Some of the activities mentioned in this thread including copying, public display, and public distribution are some of the infringing actions under US law. Unless they're not.
In order to not be an infringement, that particular action needs to fall under one of the limitations on the author's exclusive rights, fall under a different use (i.e., private rather than public usage, which is not well theorized under US copyright law- see Jessica Litman's article on Lawful Personal Use, freely available through SSRN), or somehow affected by something else. (I'm being vague here, but there are other circumstances and can make a particular action illegal- such the circumventing a technological protection measure).
The limitations on copyright are mostly covered in 17 USC sections 107-112, and include things like certain educational uses, uses by libraries and archives, the doctrine of first sale, and probably the one most relevant to this discussion, fair use.
So in this situation, you've got two main threads: personal use (not well theorized, and in court cases generally argued as a fair use), or fair use itself. Fair use is vague and requires an evaluation on the totality of four factors (listed in 17 USC 107). Furthermore, additional actions you take would affect your fair use argument. Are you copying shorter excerpts of materials for others to use? Are you copying it only for your own use? What happens to the copies at the end of the game? How many people are you distributing to? All of those can factor into an evaluation- and ultimately, it has to come to a suit to determine whether or not you were correct. Fair use serves an important purpose in copyright law, but it's kind of hard for the average person to knowingly assert it without some familiarity with doing so.
I would argue that printing something you own- absent a technological protection measure or license/contract that disallows it- is a legal use. In fact, I would further argue that private distribution- say, for example, making a copy for your child- is also legal. I think that you had to ask about it (and it's a perfectly legitimate question in current circumstances) is kind of sad. ^^; That is my personal opinion, though. This is not legal advice. Make your own evaluation related to whether or not your given use is fair. Ultimately, fair use can be asserted as an affirmative defense in a court of law, but there's always at least some small amount of risk involved.
