You can do either: you can print on regular photo paper and write all necessary information on the back of the photo, or you could print on regular paper and type all the necessary info under the photo. It doesn't really matter. Make sure you select a range of different photos from different times throughout your relationship/marriage, and include ones where you are with each others family and friends. There is now a maximum of 20 photos that you are allowed to submit.
Hope that helps!