This is for VNC Connect's "Print to a local printer" feature.
Basically, it installs a virtual printer when you connect to the server. If you print something to this printer, it gets automatically transferred to the VNC Viewer machine and printed from there.
For it to work, you need to have the "cups" (Common Unix Printing System) package installed, which is probably why you're seeing this message.
You can also disable remote printing entirely if you don't want this feature. Go to VNC Server options > Users & Permissions > Global permissions and untick "Print to a local printer".
More information here:
https://www.realvnc.com/docs/printing.html