In Vista, the simple act of plugging in a USB printer is enough to prompt the Install Driver Wizard into action. If you have a Vista driver on a CD supplied with the printer, you can insert the disc at this point and the Wizard should find it. If it doesn't, it'll look for it at the Windows Update site.
Many drivers are found automatically, but not all. You may have to go to your printer manufacturer's support site and download the Vista-specific driver. Some printers have separate drivers for PostScript and PCL, the two best-known printer description languages. You can use either or both of the drivers.
You'll probably need to double-click the downloaded driver file to unzip it. Run the Add Printer Wizard from Control Panel, Printers to install the driver. When asked to select a printer, click on Have Disk… and browse to your driver file. Double-click the .inf file and select your printer model from the following dialog. Click Next.
The printer should now appear in the Printers dialog. If you've set it as the default printer it will have a small tick added to its icon. You can print a test page to check the connection and driver installation have succeeded. Your printer will now be available when you hit Print in any program.