If you do not see any photos in PrintDirect or get an access warning message, then you need to enable access to photos.
Open the device 'Settings' app and scroll down and tap on the PrintDirect icon near the bottom. Tap on 'Photos' and enable access.

If you see a dimmed/faded cloud icon when you tap on a photo then the photo is downloading from iCloud. Some images take some time to download. Check your iCloud settings (at the top) in the Settings app. Tap on "Photos" in the iCloud settings. If you have selected "Optimise iPad/iPhone Storage" then your photos may not stored on your device. They will be downloaded when needed. Turn on the "Download and Keep Originals" if you have space so that the photos are always available.