You must use HP Smart and an internet connection for initial setup. USB is blocked.
If the USB port has a label covering it, you cannot use USB for setup. Connect the printer to power. Use the HP Smart app on a computer or mobile device to set it up over your Wi-Fi network.
If that didn't work: If the app cannot find the printer, restart the printer's Wi-Fi setup mode. Swipe down on the display. Navigate to Network Setup > Restore Network Settings. Confirm. Wait 60 seconds. Retry in the app.
Heads up: After setup is complete, you can use a USB cable for printing if needed. However, the printer must remain connected to the internet.