Just like DF, who beat me to the punch, says.
Print Layouts.
A print layout allows you to arrange all of your open photos into a single page. There are templates you can use to give you a good starting point if you want as well.
However, something Df said is not entirely correct. If you want the images in landscape mode you don't have to rotate the images you can rotate the layout.
Keep in mind that the layout is based on your printer settings. So if you want borderless, or a specific sized piece of paper, or even just in landscape view you have to change your printer settings to get the view in Print Layout to update so you know exactly what you're dealing with.
Of course you also have to make sure that your image is 3.5'' x 5''. You said you're new to Paint Shop Pro so I can assume you know what size your images are but I just want to make sure. Df, could probably give you better help on getting your images the correct size but here is what little I know on the subject.
First see if the image needs resizing, Go to the menu and select (Image->Image Information) or press (Shift + I). In this dialog you should see size in pixels, inches, and the resolution in pixels per inch. If it says 3.5'' x5'' you're good to go.
If you image is not set up to print at 3.5'' x 5'' you can force it to print at this size with the crop tool if your image isn't the correct aspect ratio: This video might help it might not. Just thought I'd show it off.
http://www.youtube.com/watch?v=CCUarE9NKxU
You can also use the Resize command. (Image->Resize) Just make sure that you turn off resampling or else it'll actually resize the image either throwing out pixels or creating them. Which is almost never pretty.
To turn off resampling look at the bottom of the dialog and select "Advanced Settings" and the dialog should extend lower you'll see "Resample Using" checked. Deselect that to turn resampling off. At the top you'll see the proposed Width, Height, and resolution of the image. Change the size to 3.5 and 5 in the proper areas and it'll adjust the resolution for you. If it won't let you get the exact size you want you may have to settle or use the crop tool to remove excess pixels.
Hope this helps a little.