Can I reset the Kindle Fire HD and power off without going to setup?
Depending on the setup, you may be able to bypass it. This is the case if it is the default Google setup wizard.

If it is not, then there may be no way to bypass it, and you will therefore have to follow it through.

When you wipe the device, it will show again on next boot, so why don't you just follow the setup and then wipe it? This way it will be as if it was never booted for the next person to turn it on.