When you choose to create an image contact sheet you are presented with a set of options for the image file to be created.

These allow you to specify the size in pixels of the contact sheet, the grid size, file format and resolution and the font, size and style of the text used. You can choose any font that you have installed on your system.

You will then be asked where to save the file and what to name it. If your selection is greater than the size of the grid, the necessary number of files will be created with sequence numbers, e.g myfile1.jpg, myfile2.jpg, etc.