You can't set up this printer using one connection and then use another type of connection to actually print to it. That won't work.
An HP 4000n is a workgroup laser printer (IE geared toward business users rather than home users). You can still use it, but it will take a few steps to get it working.
We haven't used these printers at work for about 5-6 years now, but occasionally I still have to set up or repair them when I do come across them. I don't remember the exact steps (button presses) to do some of these commands, but I could look it up if you have specific questions.
After steps 2 and 3, wait about 2-3 minutes for the network settings to take effect. These older printers are sometimes really slow when making TCP/IP setting changes.
1. Plug the printer into your Time Capsule via Ethernet.
2. You will need to make sure the printer is set to DHCP. This will allow it to pull an IP address from the Time Capsule as well as clear out any TCP/IP and/or DNS settings that it may have previously had. The easiest way to do this is a "cold reset." You can find instructions for your specific model by doing a Google search.
3. Optional - Set a static IP address. This will prevent loss of connectivity if the IP address changes. You will need to set it to an IP address that is not in your DHCP scope, so that the Time Capsule will not accidentally give out that IP address to another device on your network. If you don't do this step, you may lose connectivity if the DHCP lease runs out and the printer pulls a different IP address.
4. On your Mac, under System Preferences > Print & Scan you will see on the left side under "Printers" a + and - icon at the bottom. Click the + icon. Your printer should be listed in the menu. Click the printer name and follow any prompts to install the printer.