This information applies to all versions
Make sure your printer supports borderless printing for the paper format you want to print on.
macOS:
If you don't see the advanced options in the Print dialog, click "Show details" at the bottom. Then, in the "DxO - Layout" section, make sure you have no margins. Then, in "Page Attributes", select a Paper Size with the borderless option.
Windows:
In the DxO PhotoLab print dialog, click "Printer properties..." and then select borderless mode, if it's available for the chosen printer. It should then be possible to return to the print dialog and set the margins to zero.