When you run the HP software from the disk provided or downloaded from the Printer's SUpport Downloads webpage, it should walk you through setting up the wireless printer.
If you don't need the Fax and Scanner software you can also install the printer at Control Panel>Devices and Printers, click on Add a Printer, then Wireless choice. It will scan and find the printer and ask you to identify it's model to install the driver. If it doesn't have it's model listed you should click Windows Updates so it can connect to the web and download the driver. Be patient until it populates in the list and then choose it and it should auto-install the printer.
If this fails then download the install the Wireless Printer Setup Wizard from here: HP Install Network Printer Wizard*-* Download drivers and software - HP Business Support Center