Start off by going into Control Panel and see if there's a Bluetooth entry in the alphabetic display of icons. Machines made in the Windows 7 era didn't all come with a BT radio facility.
If you have that icon, make sure the device is turned on and also turn on the device you want to pair. Once paired, connect and tell your sound settings to use the BT speaker instead of the built-in one.
If you don't have a built-in radio, you can buy a USB thumb-size version.