This may be redundant, given the amount of detailed pictures and texts that have been posted so far. Anyway, here is what I have done, using what I had at home:
The 5-mm IR LED came from an old Pinnacle Systems remote control (it will be replaced with a 3-mm LED when I find one). The wires were taken from an 80-wire IDE cable. They are thin and easy to solder on small tabs. As I didn't have the recommended 390 ohm resistor I used one 470 ohms and one 2k2 resistor, connected in parallel.
The hole for the LED was made with the tip of the soldering iron. Because I intend to use a smaller LED later, the LED is kept inside the calculator, but printing is possible at a short distance, with the sliding lid removed.
That's a nice extra feature! Thanks Marcus, the WP 34S team and all who have contributed to make it possible!
Gerson.