It's not enough to just change the size of the document. The printer needs to support this paper, but as you said, since it allowed you configure it, then it must have support for it. However, when printing, make sure to check the printing settings. In the Print menu, click on the printer attached then go to Properties. In one of the opened tabs, you will have the possibility to customize the printing paper. Choose the size you need (optionally convert it into mm or cm) and then attempt to print.