On my system, one of the hidden icons is a Bluetooth Panel. There you should be able to see an "Add Bluetooth Device".
If you do not show the panel you may still need to add some drivers. Windows 7 should load a Microsoft Enumerator, but I also had to add an Atheros Bluetooth Suite I got from the ASUS site for my motherboard.
If you have the drivers and the Bluetooth device is enabled in the bios, you should be set.