Unfortunately, Gimp doesn't support any kind of video formats. This means that you can't open your video file in order to capture and print an image from it. However, to avoid this issue, you can try to open your video file with other program (Windows Media Player should do the job or you can use any other player), capture a frame using the Print Screen button from your keyboard, save the image to your computer, open in Gimp, edit it and print it from there.