You can't connect iPhone and Mac computer by Bluetooth (unless the iPhone is jailbroken). You will need another Bluetooth enabled device (e.g. Bluetooth headset, keyboard etc.) to test Bluetooth on your iPhone.
About your edit:
how to turn on Bluetooth on a Mac book pro ?
To turn Bluetooth on Macbook pro: check if there is a bluetooth icon in the menu bar (next to the clock in the top right corner). If so, look at the color of the Bluetooth icon. If black -- Bluetooth is already on. If gray, click on the icon and choose "Turn Bluetooth on"
If there is no Bluetooth icon on the menu bar: Go to System Preferences (on the dock or below the Apple icon at the top left corner of the screen), choose Bluetooth. If it is off, it would say "Bluetooth is off..." and there would be an "On" checkbox below it, click on it to turn on. You may also want to turn "Discoverable" on when pairing with other devices, and turn it off when not pairing (already paired devices can still connect thought even if Discoverable is off). You may want to check (if unchecked) "Show Bluetooth status in the menu bar".