To connect the HP Envy 5530 printer to Wi-Fi, first, ensure the printer is powered on. Press the wireless icon on the printer's control panel, select "Settings," and choose "Wireless Setup Wizard." Follow the on-screen prompts to select your Wi-Fi network and enter the password. The printer will provide a confirmation message after it is connected. Confirm the connection on your computer by adding the printer in the device settings. Make that the computer and printer are connected to the same network.