This is a code that runs fine. I can select an none default printer with this code.
I also can select the paper size with DEVMODE.
#################################################
void CDrucken_DEVMODEDlg::OnBnClickedButton1()
{
     HANDLE hDevMode;
     HANDLE hDevNames;
       if (GetPrinterDevice(_T("Dell AIO Printer A920"), &hDevNames, &hDevMode))
     //if (GetPrinterDevice(_T("EPSON LQ-680Pro Port 2 Wiegekarte"), &hDevNames, &hDevMode))
     {
         
          AfxGetApp()->SelectPrinter(hDevNames, hDevMode);

          CPrintDialog dlgPrint(FALSE,PD_PAGENUMS|PD_USEDEVMODECOPIESANDCOLLATE , this);

         //--------------------------- Papier Auswahl DEVMODE ----------------------------------
          if(AfxGetApp()->GetPrinterDeviceDefaults(&dlgPrint.m_pd))
          {
              LPDEVMODE dev = dlgPrint.GetDevMode();
              GlobalUnlock(dev);
                            
                                 dev->dmOrientation=DMORIENT_PORTRAIT;
                                  //dev->dmOrientation=DMORIENT_LANDSCAPE;
                                  //dev->dmPaperSize=DMPAPER_A4;
             //dev->dmPaperSize=DMPAPER_A5;
                                       
                    dev->dmPaperLength=1020;          
                    dev->dmPaperWidth=1480;            
                    dev->dmDefaultSource=DMBIN_TRACTOR;
                    dev->dmCopies=2;
                    dev->dmFields |=DM_PAPERLENGTH|DM_PAPERWIDTH|DM_ORIENTATION|DM_DEFAULTSOURCE|DM_COPIES;
              }
         //----------------------------------------------------------------------------
               CFont font;
                 CFont oldfont;
                  
               CString strSchriftart="Comic Sans MS";

             BOOL fRet=font.CreateFont(
                -50,
                 0,
               0,
                 0,
                600,
                 0,
                 0,
                 0,
                DEFAULT_CHARSET,
                OUT_CHARACTER_PRECIS,
                CLIP_CHARACTER_PRECIS,
                DEFAULT_QUALITY,
                DEFAULT_PITCH|FF_DONTCARE,
                strSchriftart);


               if(fRet !=TRUE)
               {
                     MessageBox("Error could not create font");
               }
   
              //----------------------------------------------------------------------------

          dlgPrint.m_pd.Flags &= ~PD_RETURNDC;   // Reset flag set by constructor.
          // Force the CPrintDialog to use our device mode & name.
          dlgPrint.m_pd.hDevMode  = CopyHandle(hDevMode);
          dlgPrint.m_pd.hDevNames = CopyHandle(hDevNames);
          //===============================================
              if(dlgPrint.DoModal()==IDOK)
            {
               GlobalFree(hDevMode);
               GlobalFree(hDevNames);
               hDevMode  = CopyHandle(dlgPrint.m_pd.hDevMode);  // Save new copies.
               hDevNames = CopyHandle(dlgPrint.m_pd.hDevNames); // Save new copies.
         
                     //Use CreatePrinterDC() instead GetPrinterDC(). Like this

               HDC hDCPrint = dlgPrint.CreatePrinterDC();
               DOCINFO Print;
               memset( &Print, 0, sizeof(DOCINFO) );
               Print.cbSize = sizeof (DOCINFO);
               Print.lpszDocName = "Drucken im Dialog";
               Print.lpszOutput = (LPTSTR) NULL;
               Print.lpszDatatype = (LPTSTR) NULL;
               Print.fwType = 0;
        

               if(StartDoc(hDCPrint,&Print)>=0)
               {
                    StartPage(hDCPrint);    
                               
                              SetMapMode(hDCPrint,MM_LOMETRIC);
                    int nLaenge = GetDeviceCaps(hDCPrint,VERTSIZE);
                        int nBreite = GetDeviceCaps(hDCPrint,HORZSIZE);
                              int nRechts = nBreite * 10 -50;
                        int nUnten = -nLaenge * 10 +50;
                                     

                              CString A="Urlaubsantrag";
                              //-----------------------------------
                              ::SelectObject(hDCPrint,(HFONT)font);
                    //-----------------------------------

                   CPrintInfo* pInfo=(CPrintInfo*)this;
                           int page=0;
                           
                         page=pInfo->m_nCurPage;
                           CString str_page;
                           str_page.Format("%d",page);

                   TextOut(hDCPrint,100,-10,str_page,strlen(str_page));


                              //strlen(A) Länge vom String
                              //TextOut(hDCPrint,100,200,"Hallo",5) geht so auch muß nur immer Länge zählen
                         //------------------------------------------------------------
                              ::TextOut(hDCPrint,100,-50, A,strlen(A));  
                     
                              
                              font.DeleteObject();::SelectObject(hDCPrint,(HFONT)oldfont);
                          TextOut(hDCPrint,100,-120,"=============",13);

                           A="Name : ...............       Vorname : ..........";
                         TextOut(hDCPrint,100,-200, A,strlen(A));
                           A="vom  : ...............           bis : ..........";
                   TextOut(hDCPrint,100,-400, A,strlen(A));
                           A="Datum: ........   Unterschrift: ...............";
                         TextOut(hDCPrint,100,-600, A,strlen(A));
                           A="genehmigt:                       Datum: .........";
                         TextOut(hDCPrint,100,-800, A,strlen(A));
                        //------------------------------------------------------------------
                                         
                         
                    EndPage(hDCPrint);

                      
                    EndDoc(hDCPrint);

                        
                    DeleteDC(hDCPrint);
               }
            }
            GlobalFree(dlgPrint.m_pd.hDevMode);   // Because DoModal was called,
          GlobalFree(dlgPrint.m_pd.hDevNames);  // we need to free these.
       }
}
#################################################
Here is my new code. It has 3 functions:

void OnBeginnPrinting(CDC* pDC, CPrintInfo* pInfo);
void OnPrint(CDC* pDC, CPrintInfo* pInfo);
void OnEndPrinting((CDC* pDC, CPrintInfo* pInfo);

This code below works fine. I would like to change this code that I can select an default printer like the code above with HDC. How can I convert/change the HDC to CDC???

How can I do this. Please help...I am a beginner !
#################################################
void CDrucken_DEVMODEDlg::OnBeginPrinting(CDC* pDC, CPrintInfo* pInfo)
{
      //Druckbereich in 0,1mm
      pDC->SetMapMode(MM_LOMETRIC);
      pInfo->SetMaxPage(1);

      //--------------- Neue Schrift erstellen ------------------
      ASSERT(m_fontUeberschrift==0);
      m_fontUeberschrift= new CFont;
      ASSERT(m_fontUeberschrift);

        m_fontUeberschrift->CreateFont(-50,
                                         0,
                                       0,
                                         0,
                                         600,
                                         0,
                                            0,
                                         0,
                                         DEFAULT_CHARSET,
                                         OUT_CHARACTER_PRECIS,
                                         CLIP_CHARACTER_PRECIS,
                                         DEFAULT_QUALITY,
                                         DEFAULT_PITCH|FF_DONTCARE,
                                         "Arial");
    //---------------------------------------------------------    

}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
void CDrucken_DEVMODEDlg::OnPrint(CDC* pDC, CPrintInfo* pInfo)
{                    
                      //Druckbereich in 0,1mm
                      pDC->SetMapMode(MM_LOMETRIC);
                                    

                           CString A;
                           CString str;
                           A.Format("Page: %d",m_currentPageNo);

                           CFont* pOldFont = pDC->SelectObject(m_fontUeberschrift);
                           pDC->TextOut(100,-200,"Dies ist meine Überschrift");

                           pDC->SelectObject(pOldFont);
                           pDC->TextOut(100,-50,A);

                           //-----aktuelle Seite +1 -----------
                           m_currentPageNo=m_currentPageNo+1;
                          //---------------------------------
}
//%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
void CDrucken_DEVMODEDlg::OnEndPrinting(CDC* pDC, CPrintInfo* pInfo)
{
      delete m_fontUeberschrift;
      m_fontUeberschrift=NULL;
}
//%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%



//*****************************************************
//*****************************************************
//*****************************************************
void CDrucken_DEVMODEDlg::OnBnClickedButton2()
{
      HANDLE hDevMode;
      HANDLE hDevNames;

      // if (GetPrinterDevice(_T("Dell AIO Printer A920"), &hDevNames, &hDevMode))  
       //{
      //       AfxGetApp()->SelectPrinter(hDevNames, hDevMode);
         
      
   

               CPrintDialog dlgPrint(FALSE,PD_PAGENUMS|PD_USEDEVMODECOPIESANDCOLLATE,this);

             //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
                   if(dlgPrint.DoModal()==IDOK)
                   {
                     CDC dc;
                     dc.Attach(dlgPrint.GetPrinterDC());
                 dc.m_bPrinting=TRUE;

              //---------------------------------------------------------------------------------
              LPDEVMODE dev=dlgPrint.GetDevMode();
                GlobalUnlock(dev);
                
              dev->dmOrientation=DMORIENT_LANDSCAPE; //Querformat
              //  dev->dmOrientation=DMORIENT_PORTRAIT;  //Hochformat
              //  dev->dmPaperSize=DMPAPER_A4;
              //  dev->dmPaperSize=DMPAPER_A5;
                dev->dmPaperLength=1480;
                dev->dmPaperWidth=1020;
                dev->dmCopies=1;  
                dev->dmDefaultSource=DMBIN_TRACTOR;
     
              
             dev->dmFields |=DM_PAPERLENGTH|DM_PAPERWIDTH|DM_ORIENTATION|DM_DEFAULTSOURCE;
                            dc.ResetDC(dev);

                   dlgPrint.m_pd.Flags &= ~PD_RETURNDC;   // Reset flag set by constructor.
                  
                    
                    //------------------------------------
                      DOCINFO Print;
               memset( &Print, 0, sizeof(DOCINFO) );
               Print.cbSize = sizeof (DOCINFO);
               Print.lpszDocName = "Drucken im Dialog";
               Print.lpszOutput = (LPTSTR) NULL;
               Print.lpszDatatype = (LPTSTR) NULL;
               Print.fwType = 0;
                //-----------------------------------
             
                        
                     BOOL bPrintingOK = dc.StartDoc(&Print);
                 CPrintInfo pInfo;
                 pInfo.m_rectDraw.SetRect(0,0,dc.GetDeviceCaps(HORZRES), dc.GetDeviceCaps(VERTRES));
                 
               //~~~~~~~~~~~~~~~~~~~~~~~~~
                 OnBeginPrinting(&dc,&pInfo);  // call prepare
               //~~~~~~~~~~~~~~~~~~~~~~~~~


               //=========================================
                 for(UINT page=pInfo.GetMinPage();page<=pInfo.GetMaxPage() &&bPrintingOK ; page++)
               {
                   //begin a new page
                       dc.StartPage();
                   pInfo.m_nCurPage=page;
                   //~~~~~~~~~~~~~~~~~~~~~~~~~
                     OnPrint(&dc,&pInfo); // call Print your Page
                   //~~~~~~~~~~~~~~~~~~~~~~~~~
                     bPrintingOK=(dc.EndPage()>0);
                 }
               //===========================================

                     //~~~~~~~~~~~~~~~~~~~~~~~~~
                   OnEndPrinting(&dc,&pInfo); // call your clean up
                   //~~~~~~~~~~~~~~~~~~~~~~~~~
                        if(bPrintingOK)
                           {
                      dc.EndDoc();
                           }
                           else
                           {
                                 dc.AbortDoc();
                           }
                     
                           dc.DeleteDC();

                }
                  //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx

         // GlobalFree(dlgPrint.m_pd.hDevMode);   // Because DoModal was called,
          //GlobalFree(dlgPrint.m_pd.hDevNames);  // we need to free these.

}
#################################################

Thank you very much
Best regards,
Thomas