Note that the tray must be extended for paper that is larger than Legal- or B4-size.
...or read this explanation:
Remove the lower tray.
Lift off the cover at the end of the tray nearest to you.
If the paper you are using is larger than Legal or A4-size, move the small blue tab on the left towards the left so that you can extend the length of the tray. Pull the tray extension to its fullest extent.
Place the paper in the tray, to the right and towards the printer.
Move the large blue tab on the left towards the right so that it fits snugly against the paper.
Push the small blue tab that is on the right forwards so that it too fits snugly against the paper. Note that the stack of paper should lean slightly towards the printer.
Put the cover at the end of the tray back into place.
Insert the tray into the printer, pushing it in as far as it will go.
Note that if the paper tray is extended, it will project out from the printer.