Many laptops today come with Bluetooth. For desktops however, most likely you need to go buy a Bluetooth USB dongle.
To check if your Linux PC recognizes your Bluetooth USB dongle type the following in the terminal
$ lsusb |grep Bluetooth
You should get something similar to this:
Bus 002 Device 003: ID 0a12:0001 Cambridge Silicon Radio, Ltd Bluetooth Dongle (HCI mode)