What do the different wireless light signals mean on the HP Envy 4520?

A solid blue light indicates that a wireless connection has been established and you can print. A slow blinking light means wireless is on but the printer is not connected to a network, so you should check that the printer is within range of the wireless signal. A fast blinking light indicates a wireless error, and you should refer to the message on the printer display. If wireless is turned off, the wireless light will be off and the display will show 'Wireless Off.' (Page 2)

From the official HP Envy 4520 All-in-One Printer manual, page 2

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