For some reason the setup information is not in the Fax Getting Started Guide, but it is on pages 55-56 of the User Guide here, which says:
Configure the fax header
The fax header prints your name and fax number on the top of every fax you send. HP recommends that you set up the fax header by using the software that you installed with the device. You can also set up the fax header from the device control panel, as described here.
NOTE: In some countries/regions, the fax header information is a legalrequirement.
To set or change the fax header
1. Press Setup.
2. Press the right arrow to select Fax Settings, and then press OK.
3. Press the right arrow to select Fax Header, and then press OK.
4. Enter your personal or company name using the numeric keypad, and then press OK.
5. Enter your fax number by using the numeric keypad, and then press OK.