Modify the RBuilder\Demos\EndUser\ReportExplorer example to do this as shown below:
{---------------------------------------------------------------------------}
{ TmyEndUserSolution.LoadEndEvent }
procedure TmyEndUserSolution.LoadEndEvent(Sender: TObject);
begin
ppReport1.OnPreviewFormCreate := PreviewFormCreateEvent;
ppReport1.OnPrintDialogCreate := PrintDialogCreateEvent;
end; {procedure, LoadEndEvent}
{---------------------------------------------------------------------------}
{ TmyEndUserSolution.PrintDialogCreateEvent }
procedure TmyEndUserSolution.PrintDialogCreateEvent(Sender: TObject);
begin
ppReport1.PrintDialog.AllowPrintToFile := True;
ppReport1.PrintDialog.TextFileName := 'c:\myReport.txt';
ppReport1.PrintDialog.DeviceType := dtReportTextFile;
end;