How do I enable HP Wireless Direct so I can print from my phone without a network?

Press the OK button on the printer control panel, then navigate to Network Setup > Wireless Menu > Wireless Direct and select the On option, then press OK. The printer will save the setting and return to the Wireless Direct Settings menu. HP Wireless Direct allows close-proximity printing directly from a wireless mobile device without requiring a connection to a network or the Internet. (Page 2)

From the official HP Laserjet Pro M202 manual, page 2

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