Could Lunar Gateway Components be 3D Printed and assembled in a low level lunar orbiting space station and then be handled by space or sky crane type equipment?
Short answer - sure!
More practically, getting things to space is mostly limited by mass, not 'shape'. So carrying a machine+raw material will generally be worse than just flying a finished product.
There is obviously a difference if you can build with what is already there, which is part of many moonbase concepts, but lunar gateway is explicitly in orbit.
Another complication is that in general the best way to make a thing is never just 3D printing.
There may be 3D printing involved but for optimal 'performance' (whatever that is) there will be other steps (heating/cooling/chemical/painting/shaping), all of which you would need to fly to the moon and work reliably once there. In particular for a space station 'performance' includes 'keeps air inside reliably' and most 3D printing processes are notably porous (most metal parts get a dip in molten metal bath). For a tank to hold people it has hard to see better options than those already used to make them on earth where the result can be fully outfitted and tested before flight, rather than having a 3D print malfunction in lunar orbit.
Where a 3D printer and related tech starts to make sense is for spare parts when you are several days from earth, a machine that can make a 'not broken' part to adapt say a square peg into a round hole starts looking like a good idea but not something you print an entire station out of.
Related to Jörg‘s answer:
Figure for me the lost schedule, due to the extra steps (not step) you just fabricated.
Figure for me the safety margin you must add, due to the extra technology (and its steps) you just fabricated.
Figure for me the mass you must add, relating to the safety margin above. Mind you, it sounds like you’re talking about a manned system. But by all means correct me if you meant unmanned.
Figure for me the other lost schedule, due to field production of a system with higher safety margins. That includes some sort of testing on the crew support systems, as well as general functional testing. But by all means correct me if you want to send crew into a literal deathtrap, or an unknown situation that, by the precautionary principle, is assumed to be a deathtrap until established otherwise.
Alternately, figure for me the lost schedule, due to a prototype printed station. Not printed in general, printed in a relevant and comparable environment, to a relevant size and function, so one can claim a risk reduction. Risk-reduction flights are a pedagogical hack, to break the circular reasoning of the precautionary principle.
Figure for me the extra propellant needed to fly the overhead on the new system and its process. And if the overhead means a mission no longer fits on a single rocket, figure for me the “scar mass” needed to handle multiple vehicles, not one. Then figure for me the extra propellant needed to fly the scar mass as well.
Then figure for me the extra propellant needed to fly the extra propellant, since this is a mission with nontrivial delta V, and not LEO.
Now figure for me the extra cost of all of the above, including the extra cost of the extra cost- its Net Present Value (NPV). Arguably, a government can do things with the bookkeeping, but there’s also the net present value of doing things within a politician’s term- re-election value vs. “one for the history books”, as well as a successor politician wanting their own re-election, different history books, etc.
Now figure for me the higher-order effects, such as the extra cost of the extra testing of the extra safety margin of your new process. Did you run into any logistical showstoppers, such as insufficient factory square footage (as happened on Apollo), insufficient vendor/contractor base (as happened on B747, and some missiles), insufficient hiring of the qualified (in some cases world-class) experts necessary, or some other factor you might blunder into halfway through? (No one in the industry seriously thinks they thought of everything. Congratulations for posting in the form of a question, not a “gotcha!” claim.)
Apologies to Saint-Exupery if I mangle this, but: “Perfection is achieved not by adding things, but by taking away.”
See also Akin’s Law, #X: ‘The odds are greatly against you being immensely smarter than everyone else in the field. If the analysis says you terminal velocity is twice the speed of light, you may have invented warp drive. But chances are a lot better you screwed up.’ Do you want to post, for the whole internet to see, that you’re immensely smarter than Bigelow Aerospace (i. e., ‘gotcha, Bigelow!’) Who themselves took an idea NASA abandoned for its extra cost, and then de-abandoned it?