Yes, you can get it printed there. Several people on VJ have reported successfully getting their letter that way. You can most likely do a search and find those posts.
Here is a post of someone who got theirs at the window not long ago > http://www.visajourney.com/forums/topic/445568-juarez-letter-still-has-not-arrived/?p=6419133 , and here is a thread where a few people replied that they got theirs printed out there too > http://www.visajourney.com/forums/topic/440825-can-anyone-confirm-receiving-a-copy-of-invitation-letter-at-cdj-information-window/
ale&kevin reacted to KayDeeCee in Information window at Juarez Consulate