No, you see... there are no PPDs -- it's not a PostScript printer.
For non-PS printers on OS 9, the driver needs to be explicitly written for every type of connection it is going to support. The HP DeskJet driver does not support what you want to do.
The only thing I can think of trying is to somehow leverage USB Printer Sharing. See if you can add the JetDirect's IP address to USB Printer Sharing, to see if it then can show up as a USB port for the DeskJet driver to see.
But don't get your hopes up, I don't think it'll work.
tooki