A direct thermal printer is a printer that prints by applying heat onto the paper or label that its printing on to. The paper or label is usually heat sensitive and so it reacts to the heat to form an image (or text).
Direct thermal printers don't use a thermal ribbon or ink to print and that's what makes them cost effective for businesses and individuals.
To print using a direct thermal printer, you must use direct thermal paper or labels as these have a heat sensitive coating on them.