I just got a wireless keyboard for my computer, but have no idea where to see if I have Bluetooth or not.
Check in Device Manager.
And check if you have Bluetooth peripheral device. If you have it, click on it, check the Properties if you find anything interesting. If you don't have it, so you don't have Bluetooth device in your system.
The most obvious indicator is usually on the outside:
Alternatively, you can use NirSoft's BluetoothCL to dump a list of all currently installed Bluetooth devices.