Sauter,
Of course you can print to scale from PRO/E. If it's a drawing, then just create the drawing and put the views at your convenient scale, to fit in a format and print it on the right paper. If you want to print without format and the view is bigger than the format then do the following:
In PRINTER CONFIGURATION window, click the MODEL tab, then at SCALE, put your desired scale and uncheck "WITH FORMAT" box. Also please correct the format size in PAGE tab. Use VARIABLE. I hope you have a plotter with a roll sheet if you have formats bigger than size E. This technique applies only for DRAWINGS!
Now, if you want to print your 3D model, without making a drawing, then in MODEL tab of the PRINTER CONFIGURATION, choose MODEL SIZE(this is in the drop box under the PLOT). This command will plot your model at a pecified scale. This works only for 3D MODEL!
I hope I answered at tyour question. Good luck!
-Hora