A fact of life lesson people learn when they use a non-Windows OS for the first time, is that not every piece of junk electronic accessory sold will work. Printers being one of the most common things people have a problem to get working.
Makers of cheap electronics usually don't spend a lot of time on drivers. Driver development is like a big black hole for money. They'll get something that works more than it doesn't, and call it good enough. Usually they only make Windows drivers, because Windows users are largely idiots. Not that Mac users can't be idiots, it's just there's a bigger pool of idiots using Windows. So if you have a pool of 10,000 idiots who may buy your worthless product, or a pool of 1,000 idiots... If you figure only 5% of people are actually going to buy your product, would you rather have 5% of 10,000 or 1,000?
I mention all this, because for a couple of reasons. A) I see no mention of you installing any drivers or anything for the printer, B) so that you're not surprised by this sort of thing in the future, and C) so you hopefully learn something for the future.
Simply connecting the printer isn't enough, what else have you done? Be explicit, be verbose, we'll filter out what's useless info.