To do this you need to edit what is shown in the printout of this document. Click on the Gear Icon and select "Document Types" from the menu on the right. Once here, select the document type you want to edit, for example, "Sales Order". From the screenshot below you can see in this example that the SKU is ticked which means that it is shown in the printout:
In your case, this option is not selected so you need to open the document you want to edit and tick the box next to "SKU". And don't forget to click "Update" to save your work!