Your PC likely doesn't have built-in Bluetooth, which is common for desktop systems using the AMD Ryzen 5 5600G. To confirm, open Device Manager by pressing Windows + X and selecting Device Manager. If you don’t see “Bluetooth” listed, it means the feature isn’t available.
You can also check your motherboard model by typing msinfo32 into the Start menu and looking at the BaseBoard Product entry. Search that model online to see if it includes Bluetooth support—most don’t.
The simplest solution is to buy a USB Bluetooth adapter, which is small, inexpensive, and easy to set up.