How do I use HP Wireless Direct to print without a router?

Press the Wireless Direct button on the printer control panel to turn it on, then an information page will automatically print with setup instructions. From your wireless device, search for and connect to the printer's wireless direct name (for example: HP-Print-XX-Deskjet 2540 series) and enter the password if security is enabled.

From the official HP Deskjet 2540 All-in-One Printer manual, page 5

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