If no records appear in the Review Pay Slips Before Delivery window, check the default pay slip delivery method in the employee card:
If it's set to Already Printed or Sent, change it to the method you want. Repeat this for employee you want to print or email pay slips for. When you re-open or refresh the Review Pay Slips Before Delivery window, the records should appear.
Note that you also set the pay slip delivery status when you process payroll, in the Pay Employee window: