Problem with my Bluetooth?

I have a brand new Lenovo G 40. I on my wireless & Bluetooth. But it can't find any other Bluetooth devices. When I on Bluetooth, It shows the message that "your PC is searching for and can be discovered by Bluetooth devices.

Is there no one?

You didn't say what other Bluetooth devices you expected to see. Bluetooth only works to maybe 75 feet, and typically you need to pair the device with your PC, like a Bluetooth headset or speakers, Bluetooth serial device etc. To pair with a device, that device has to be powered on, be within range, you PC must be searching for and be discoverable by Bluetooth devices. If that is all true, your PC will search for Bluetooth and then when a device is found, the PC will prompt you to enter the password (like 1234) and it will pair up. Thereafter, it will be remembered by the PC so you can connect right away if both the PC Bluetooth and Bluetooth device are powered up.

So basically you need to buy some sort of Bluetooth device to connect to.