How do I set up the HP Deskjet 2540 for the first time?

Follow the illustrations on the setup flyer included with the printer, then install the software by inserting the software CD in your computer and following the on-screen instructions. If you do not have a CD/DVD drive, you can install the software from www.hp.com/ePrint/DJ2540. Only use the power cord and power adapter supplied by HP. (Page 1)