Your printer is able to connect to Wireless networks because it has this feature available and it also has a USB port which you can use to plug it to your laptop. Of course, wireless printing is more comfortable but for great results you should use a USB connection.
In order to install the software, please insert the disc into your CD/DVD-Rom and wait for the autorun to start. After that, please follow the on-screen instructions and let the printer install itself with the help of the setup package. You might need to restart your computer once or twice during the installation.
On the other hand, if you want to set the printer to be able to connect to a wireless network, you should change its settings by using the front LCD of the printer. Please consult the manual for tutorials regarding this kind of matter.