EPS files are not meant to be printed directly. Their purpose is to be included into another document. Therefore, if you send such a file to the printer, nothing happens. If you want to force your default printer to print the EPS graphics, use the following command:
echo "\nshowpage" | cat figure.eps - | lpr
where figure.eps stands for the EPS file to be printed. Be aware that the position and size of the figure on the page might not be what you expect.