Quick answer: Check if you have a Bluetooth device installed.
Right click on "My Computah" icon and select "properties". Pick the "hardware" tab. Pick "Device Manager". Look at the list of devices under "Network". Is there a Bluetooth device listed? It will show up even if it's disabled.
If you suspect there may be a device driver or hardware detection issue, where the Device Manager shows an "Unknown Device" in the list, then download "Unknown Devices" utilies and see what they report: