The first thing to check is if the Bluetooth radio is turned on in the laptop.
If you have a small panel of lights, and on that panel you can see a blue bluetooth icon, all well and good. If not, you need to figure out how to switch it on. There should be something in the Control Panel to help you there, but this may vary from laptop to laptop, and I've got a Dell, not an HP. Or, if you can see on your keyboard on one of the "F" keys along the top an icon that looks like a radio tower - hold down the "Fn" key (usually located next to the left CTRL key) and press that one and that light should come on.
Another possibility is to look for the file "BTTray.exe" - this *may* be present on your computer. Running this should result in an icon appearing in your system tray at the bottom right of your screen (see pic). Right clicking on that icon should give you the option of enabling your bluetooth.
This pic I've put there shows it disabled - if the red lines inside the icon are instead white, then it is turned on
If you know the radio is switched on on the computer, sometimes the issue can be with the mobile phone in that some operators disable the file transfer interface in the software (the OBEX software) - but I've only really seen this on US networks so not that likely to be your problem :-(
Apparently there is HP software called the "Wireless Assistant". This should be knocking around either in your Programs list, or on the Control Panel. This software manages the Bluetooth stuff (as well as the other wireless bits).
You can get it here if you haven't got it/can't find it:
at that link, select your Operating System, and then click on "Driver - Network" and it should be in the list