As of January 25, 2018, Facebook does not allow you to pick which photos you want to download. The Facebook help section notes:

Unfortunately, there's no way to individually select which data you would like to download when you download your Facebook info. You'll have to download your file in its entirety.  See:

However, you can download your entire Facebook file as a zip file, and then upload your photos to dotphoto. Here's how:

To download your information from Facebook:

  1. Click  at the top right of any Facebook page and select Settings

  2. Click Download a copy of your Facebook data at the bottom of General Account Settings

  3. Click Start My Archive

Facebook will send you an email when your archive is ready to download. The download includes a file folder of photos that is further divided into albums. You can unzip the download, and upload these files to dotphoto for printing or archiving.