If there's a label covering the USB port, you cannot use USB for initial setup. That label is intentional.
You must set up the printer using the HP Smart app and an internet connection. After the printer is fully configured and connected to your Wi-Fi network, you can then use a USB cable for printing if needed. However, the printer must remain connected to the internet.
If that didn't work: If you've already completed setup via HP Smart and USB printing still fails, the issue is with the cable, port, or computer drivers. Try a different USB cable and port.
Heads up: Never peel off the label covering the USB port. It's there to enforce the wireless setup requirement.