Yes, if you use Wi-Fi mode then you will need to connect the printer to Wi-Fi on the printer itself first.
Which option do you want to use?
Do you know your Wi-Fi password?
Yes, I did.
Have you connected the printer itself to Wi-Fi?
If the LED is steady then it should be connected. Is your computer connected to the same network as the printer? Sometimes, a user will have a Guest Wi-Fi and regular Wi-Fi.
Thank you for confirming.
When you run the software and have it set for Wi-Fi, does it not show the printer?
That sounds like it found the printer and connected properly via Wi-Fi on your computer.
If that is the case then you should be able to print on your computer now. Are you not able to print?
Yes, there is.
Which operating system does it have?
Also, you can use the software to install the printer on any computer.