My computer is connected via Ethernet — do I need to disconnect it to set up the printer wirelessly?
You do not need to disconnect the Ethernet cable, but you do need to turn on your computer's Wi-Fi while setting up the printer. Having Wi-Fi enabled on the computer allows the setup software to communicate with the printer wirelessly during installation. (Page 3)
From the official HP Laserjet M109 M112 Printer manual, page 3
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