Worklist is just a temporary collection of paths to fonts, while the font files physically can be located in different folders. When you save a worklist file, you only save paths to fonts, but the fonts itself are not included in worklist file. When you remove item from a worklist, you remove reference to a font, but the font file itself is not deleted. So each item in the list is similar to a shortcut link to a font file.
To print the selected font or fonts, choose File/Print Fonts... or File/Print Preview... from the main menu. See Printing Fonts for more details.