How do I check if my printer is connected to the wireless network?

From the printer control panel, press the Wireless button and the Start Copy Black button at the same time to print a Wireless Test Report. Check the top of the report to see if tests passed, and find the Network Name (SSID) in the Current Configuration section to verify the printer is connected to the same network as your computer.

From the official HP Deskjet 2540 All-in-One Printer manual, page 4

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