Connecting a printer to a MacBook Air

The following may help: Add a printer to your printer list so you can use it on Mac - Apple Support

If not, someone may be able to provide more help if you reply with the model of the HP printer and whether you are trying to connect via wi-fi or via a cable.

Please read Add a printer to your printer list so you can use it on Mac - Apple Support.

HP made literally thousands of different model printers, but for it to work with your Mac, it must be one of these: About AirPrint - Apple Support.

You can always just follow the instructions from the printer manual.