The typical cause of not getting color from the PC (yet the test page prints is color) is the printer driver is setup to print in grayscale.
Check the settings from Control Panel, Printers. Right click on the printer icon and choose Properties. In the Advanced (or Setup) tab is an option for "Print In Grayscale".
If this is checked, then this would be the answer. Uncheck it, click Apply, then OK, and close the Printers window.
If this box is not checked, then you may not have the correct driver installed.
The following HP WEB page is the location from which you can download the most recent driver for your printer:
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