Hi. You can choose what is the most convenient. Some people choose to print 4 photos on a normal sheet, others prefer to print the photos individually on photo paper. Both ways are valid, it may be more difficult to pack everything with individual photographs. We choose individual photographs and place them in an individual envelope in our package secured with a paper clip.
It is important that no matter what you choose, you put the applicant's information behind each photo, the date it was taken and a brief description of what happens in the photo.