As mentioned, Windows is pretty smart when it comes to finding drivers for most products. Using the plug and play feature, when a component (in this case, a HP printer) is connected to the computer, Windows will see it and alert the user that a new product has been found. Usually a wizard can walk you through installing the drivers (which Windows can find or you can install on your own) and within a few minutes, you should be alerted that your new device has been installed and is ready to use.
Sometimes, Windows doesn't or can't find the correct drivers for a printer. In this case, the printer driver must be installed manually. It's just a simple task of going to the manufacturer website and finding the drivers. HP has a large section of drivers for it's many products. Just choose the name of your printer (like laserject 1020), then which operating system you have installed on your computer, and you will be taken to the page where you can download the drivers for your printer.
The download usually takes under five minutes - depending on Internet connection speed - and depending on how downloads are run on your system, you can either choose to save the file or run it.