Your employer should make your W2 form available to you by the end of January.
If they have signed up to the online W2 scheme, then you will be able to retrieve it that way too and print it off... Again. Ask your employer for details about this, as you will need a code from them to apply for your online version of the W2 form.
If your employer makes it difficult for you to get your details, you can always report them to the KY tax office via their website.
As for printing the W2 form, it depends how you're retrieving it of course.
If it's online, you may have the option to save the file and then print it as normal. Or you may need to copy and paste the text or even take a screengrab and print the image.. I'm not too sure to be honest.