How to set Bluetooth on my Lenovo laptop?

Control Panel.

To check if the Bluetooth is enabled, perform the following checklist:

1. Press the Fn + F5 key to check if the Bluetooth radio is turned on
2. Check if Bluetooth is enabled in the BIOS. To enter BIOS, press the F1 key at startup

If the Bluetooth is enabled in the above steps but the device is still not working, try uninstalling and re-installing the Hotkey, Power Manager and Power Management drivers.