This is a typical example of how Windows can confuse with it's combination of disassociated functionality and unhelpful error messages.
So, you've gone to Start -> Settings -> Add New Printer, clicked Add Printer -> Next, selected "Connect to a printer on the Internet or on your intranet" and entered the location of the printer (e.g. \\FILESERVER\HpOffice). Then you get the following message when you click Next:
Could not connect to printer. Access is denied.
You need to log in to the server. Browse to the server in your Network Neighbourhood. Enter your username and password to log in to the server. You should be able to see the printer when you browse the server. Now try to add the printer again. It should work.