Turn the printer on and plug the printer into the MBA and your mac should install the printer for you (usually any necessary drivers too). I had a printer I used on a pc and I plugged it into my macs usb port and my mac automatically recognized it and took care of everything for me. If you do this and it wont print, then yes go to the HP website the install latest drivers for 10.7
Also, as a new mac user you should find these articles helpful:
http://www.apple.com/support/switch101/
http://www.apple.com/support/mac101/
http://support.apple.com/kb/HT2477
http://support.apple.com/kb/HT1343