If you have a macOS, see the Apple articles below:
Use Universal Clipboard to copy and paste between your Apple devices
Use Universal Clipboard to copy and paste between your Apple devices - Apple Support
How to forward SMS/MMS text messages from your iPhone to your iPad, iPod touch or Mac
How to forward SMS/MMS text messages from your iPhone to your iPad, iPod touch or Mac – Apple Support (AU)
From the Mac, you can just copy and paste the text into Pages then print it out, or Save as . . .
Finder -> Apps -> Messages -> select a messages -> copy -> paste to xxx.
If you have multiple messages, you must select, copy & paste per message.
Form iPhone -> You can take a screenshot and print it out. Or send the screenshots as attachments in an email message.
If your pc is a Windows OS, you need a 3rd party app.