Not surprising; it simply isn't communicating yet. Did you try simply restarting your Time Capsule? If not do that first: unplug it and wait a moment or two, then plug it back in. While you wait, you might as well do the same with the printer. If that doesn't work, keep reading.
Your task is to determine the printer's IP address in lieu of HP's decidedly unhelpful printed page, allegedly intended to contain that information. You will need that address to do anything with it. Don't despair just yet.
On your Mac, open (Apple menu) > System Preferences... > Network. Your Mac's active network connection should already be selected, and it's almost certain to be Wi-Fi. Select it if it is not already selected. Adjacent to Status, it should indicate Connected, and should indicate your Mac's IP address. Make note of it, then close System Preferences. It may be useful later, for when I run out of ideas.
Next, open the Terminal app. it's in your Mac's Utilities folder. Find Terminal by selecting Utilities from the Finder's Go menu, or use Spotlight.
At the Terminal prompt, type
arp -a
... followed by the Return or Enter key. Several lines of text will appear, bearing the IP addresses of all the devices on your local network. They will be accompanied by their MAC addresses (an acronym for Media Access Control). One of them will correspond to the printer you're attempting to configure. It's a long string of digits that will be on a label affixed to the printer (somewhere). If you can find that MAC address, the IP address corresponding to it is the one you need to use to communicate with that printer.
Assuming you can't find that label, and making note of those IP addresses in Terminal, try each one of them by typing them in Safari's URL field.
For example, if an IP address is shown as 10.0.1.23 then type it like so:

Most of the results will resemble the above example (which doesn't happen to be Safari). Try the next one in the list. Continue until you find one that loads a printer configuration page. That would be its Embedded Web Server or EWS as its instructions call it.