Did it ever work on your PC or is this a new installation? You may need to go through the installation process again.
Can you connect to and or see the other resources on the local network. There's 2 situations that need to be addressed. One being does the printer have it's own network interface. The second is if it's shared from one of the PC's in the network and have you been added as a user that has permission to share it.
If the printer has a built in network interface or is connected to a device that does the same and you know the printers IP address can you ping that address. To ping run command (9X) or cmd 2K, XP) type in ping followed by the printers IP address.
Depending on the type of printer it may be listed in the network neighborhood. Click the network neighborhood icon and get to where you can see all the PCs and the see if the printer is listed there. If so right click on it and select capture or install.