When connected using the printer's built-in wireless, you need the IP address of the printer to get it working.
Press Scan, then Menu Wireless, then Print wireless network settings page, and on the printed page is the IP address.
Then, to set-up wireless printing:
In the menu, click Preferences, Printing. Add printer, under Network Printer, choose Find printer. Enter the IP and you're done.
I recommend to set up a fixed IP address in the printer's web interface (which you can open by typing the IP address into a browser's address bar)