Note that the tray must be extended for paper that is larger than Legal- or B4-size.
...or read this explanation:
Remove the upper tray.
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 lengthen the tray. Pull the tray extension as far as it will go.
Place the paper in the tray, to the right and towards the printer.
Push in the small blue tab on the right of the tray so that it fits snugly against the paper.
Move the larger blue tab on the left of the tray to the right so that it too fits snugly against the paper.
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.