The web client only supports "PDF print" so you would not be able to redirect your locally connected printers. For this you would need to be connecting via the Windows AVD client - https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/clients/remote-desktop-app-compare#other-redirection-devices-etc
To print to a network printer you will need to have access to that printer from the Azure virtual desktop session host. This can be provided by a network connection such as a VPN tunnel between your Azure virtual network and your on-premises network or else you can publish your on-premises printers as "cloud printers" using the Microsoft Universal Print service.
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-about-vpngateways
https://learn.microsoft.com/en-us/universal-print/fundamentals/universal-print-whatis