Assuming you have power to the printer & the USB controller is enabled & working, try another USB cable as suggested.
Failing that, did you install it correctly? You must start the software install before connecting the printer. The software should tell you when to connect it. It might also be worthwhile going to HP's website & downloading their USB cleanup utility - if install doesn't work first time, the system often fails to detect the printer afterwards unless all remnants of the original installation are removed first.
