It seems that your pen is not compatible with HP Pen Control.
I quote this from How do I install HP Pen Control app to my device, for connecting the pen to my device.
Disclaimer: This is a non-Microsoft website. The page appears to be providing accurate and safe information. Watch out for ads on the site that may advertise products frequently classified as PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.
HP Pen Control is not (cannot be) used to connect a pen to the computer. Pen Control is an application that supports the buttons on the pen. If the pen is compatible with your computer, the pen should work regardless of whether you use HP Pen Control to configure the buttons.
In your case, if you cannot connect your laptop to the pen, then installing HP Pen Control does not help.
To know more about pens that are compatible with your laptop model, please navigate to HP support page or contact HP so they can give you best advice.
I hope that above information is helpful to you.