The packing list is printed from an invoice, but you can modify an SO form code to print something similar from the order (before creating the invoice, which still has to be done later).

Do you know how I go about do such? 

Yes I do, but if you have to ask it won't be an easy task for you.  (Sage forms are edited using Crystal Reports).

Generally speaking, why not start with printing a pick sheet (a standard Sage SO form), going through the picking process, then generating the invoice based on what was picked, and printing the packing list (of what was picked) last?