HP Printer Catalina

Maybe the disk is formatted for Windows. You don't need the disk to add the printer. Add the printer then download the Catalina drivers from HP if they don't get installed automatically.

Add a printer on Mac - Apple Support

Removable disks and CDs are rarely used for software and driver updates for macOS, so this probably isn’t the path.

Which model of HP printer?

Full name, no abbreviations. HP has a lot of similarly-named printers, so the exact name really matters.

From that, we’ll search for the HP driver for the printer, and check whether the printer supports Catalina.

Also, will the printer connected by Wi-Fi, USB, or network?

Where did you get the disk from?

I haven't used a disk for printer drivers in years. I have been downloading what I need from the web.