Thank you for posting your issue on Tomshardware.
I am from Dell Social Media and Community, I will be glad to answer your query.
Though this may sound very basic, these are the things that we need to find out first on your new Dell.
Check in device manager to make sure if your Bluetooth device is installed correctly. (Under Network Adapters)
If not update your drivers from www.support.dell.com
If all the drivers are updated and if you can see the device, follow the link below to resolve your issue.