How do I connect a Dell V715w printer to my macbook pro?

You need a Dell printer driver. Check their web site for your OS? compatible driver.

Dell certainly has no interest in supporting the use of its printers with Macs; they'd rather sell you a Dell computer.

You may have some success with the Gutenprint driver package:

http://gimp-print.sourceforge.net/MacOSX.php

Failing that, your best bet is just to replace the printer with something from Epson, Canon or HP.