Can I set up the printer while my computer is connected to a VPN?
No, you should disconnect from any VPN before installing HP Smart software, as you cannot install apps from the Microsoft Store while connected to a VPN. You can reconnect to the VPN again after finishing the printer setup. Note that you should consider your location and network security before disconnecting from a VPN. (Page 3)
From the official HP Envy Inspire 7900e manual, page 3
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