Print seven of the segments, preferably in a natural PLA so that the LED light can shine through more easily.
Print one display case. If printing with a Printrbot Play, you'll have to disable the skirt so that the display case fits on the printer bed. I recommend a 15% infill.
Note that you cannot scale the display and it's segements within your 3D printer software, otherwise the 5mm LEDs won't fit.
For build instructions on a breadboard and some software, check out https://electrothoughts.wordpress.com/2015/09/11/project-xl-seven-segment-display/