Usually, it gets turned on when you toggle the Fn+F2 key combination (just like wireless LAN). You should be able to enable the bluetooth radio by right-clicking the bluetooth icon in the system tray as well. If it isn't showing up anywhere in Windows, make sure it is enabled in the BIOS (F2 at the Dell splash screen just after powering on the computer).
[edit -- moving to the networking/wireless forum now so more people with the problem can see the answers ;)]
You can request replacement reinstallation media for US purchased systems here.Dell Drivers & Downloads for all systems.