You need to run the installation, Bluetooth will only be an option if you have a DTL-4 or a Socket Connectivity card. This doesn't matter just continue the installation and reboot when prompted to do so.
Once you have rebooted the setup file will have created the modem inf file you need to install the modem manually. Go to modems and click add modem, when it asks what manufacturer click "have disk" and you need to install the modem from the following location: C:\Windows\Inf and the file is called n7650BT.inf.
When Windows prompts you what COM port you want the modem installed on you need to select the relevant COM port that DUN is associated to in your BT s/w suite (probably 5 or 6).