In erwin version 7.3, when I printed, a pop up box would appear with page grid lines.   The diagram would be shown in the box as well, allowing me to see where the page breaks would occur within the diagram.
I could scale the diagram and also choose which pages to print from the pop up.  It looks like I can't find similar Page grid in r9.5. Where is it?

Solution:

There are some design changes from r7.3 to r9.5. In erwin r9.5 you need to create a diagram on the model and go to Diagram | Diagram editor and go to Tab Layout and under visual clue, check the box for 'Show page grid'.  Once the page grid is shown, you can go to Print | Preview and specify the page number and print it out.