How do I switch from a USB connection to a wireless connection on Windows?
On Windows, open the HP Deskjet 2540 series program from All Programs or Programs under HP, then select Printer Setup & Software, and choose 'Convert a USB connected printer to wireless.' Follow the on-screen instructions to complete the switch. On Mac, use HP Setup Assistant found in Applications/Hewlett-Packard/Device Utilities to change the connection to wireless. (Page 5)
From the official HP Deskjet 2540 All-in-One Printer manual, page 5
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