Appears nobody has had experience of getting wireless printing going
in Ubuntu and I have to add a 'me too' to that as well :-( When adding
the printer and selecting a network one it picks up the IP address and
that's usually all it needs to be able to connect to the printer, plus
you've already verified it works on USB so it's not a question of this
printer model not being supported.

Having set up a few wireless printers in Windows, have you verified
that your Epson SX515W is connected to the router correctly ? Last
Epson I connected was a bit of a hassle and not as straightforward as
it could have been - the printer switches to a transmit mode and you
have to go through the 'connect to router' business all over again
before it will link through.

On a secondary note the scanner side appears to be a major pain too
and that might need USB anyway.

Seems the use of wireless printer/scanners is lacking in support so
perhaps something to flag up to Ubuntu developers as many users are
going wireless these days - seen a big switch from desktops to laptops
in last year !