You have your logic reversed. Your printer doesn't appear on your PC. It's your printer that has to find your PC's wireless network.
You must connect your printer with hard line first to acclimate your printer to your pc. Then disconnect and use wireless setup.
The CD is most likely an instruction CD nothing more, but it describes this process I mention above.
Start here:
http://www.manualslib.com/manual/71239/Hp-Photosmart-C4500.html?page=15#manual
then click NEXT and it will give you complete instructions step by step starting with "A standard USB cable to connect temporarily for transferring wireless settings."
There is also another message on the NEXT page:
" Connect to an integrated wireless WLAN 802.11 network
The HP Photosmart Software CD and included USB setup cable provide an easy way toconnect the HP All-in-One to your wireless network. "
More on instructions in detail:
To connect the product
1.Insert the product Software CD in the computer CD-ROM drive.
2.Follow the instructions on the screen.When you are prompted, connect the product to the computer using the USB setupcable included in the box. The product will attempt to connect to the network. If theconnection fails, follow the prompts to correct the problem, and then try again.
3.When the setup is finished, you will be prompted to disconnect the USB cable andtest the wireless network connection. Once the product connects successfully to thenetwork, install the software on each computer that will use the product over thenetwork.