As far as alphabetizing goes, from playlists and also from the "songs" section of Your Music, you can click on the various column headers, e.g., song, artist, etc. to sort the lists however you'd like. In the "artists" and "albums" sections of Your Music, you should see a dropdown menu towards the top left of the section that allows you to sort in multiple ways.
There's not a way to print the song titles from the desktop software, and I'm not able to find a way to copy and paste them into another program either.
If you'd like to bookmark a track in your browser, a good option would be to right click the track in the desktop software, then click "copy track link," and paste that into your browser's URL bar. That will take you to a page you could bookmark. You can also always listen to your music directly from the browser by going to play.spotify.com.