With the HP Wi-Fi printers you should run the CD (or downloaded drivers) for the unit from the pc you are trying to install it on. You will get a prompt to setup the printer via USB or NETWORK. Select "network" it will search for the printer and should show it in the list, then follow the prompts.
But the MAC address should be printed on the back of the printer on a small sticker ....
Alternately you could
Press the Setup button on the product control panel.
Navigate to the Network Config , and then press OK . The Network Configuration Page should print, and this will show the MAC address