All we can suggest is that you poke around in your Print dialog to see what controls are available. It all depends on what model printer we have, and there are so many different ones out there that there aren't many of us here who share a particular model. Your Printer's Printer Driver determines the options.
Okay, let's see. It's a Canon OfficeJet 4500 All-in-one G510n. I updated the drivers for both my Mac and my PC but my Mac still won't let me print in selected ranges while my PC will. I can print 2 pages per piece of paper and I can set page ranges that are sequential but not in the type of arrangement I proposed in my initial post. That is: 1,2,5,6,9,10,13,14,17,18... or 3,4,7,8,11,12,15,16,19,20
Ah now we get it.
You didn't say that what you wanted to do was to impose the document.