You absolutely definitely need the Wireless Gaming Receiver for Windows if you wish to use your Xbox 360 controller on your PC. So the standard wireless devices in your computer can't work with the Xbox 360 wireless controller.
The Xbox 360 controller uses a proprietary wireless protocol, and NOT Bluetooth. The connect button starts the pairing process with a Xbox 360 console or the Wireless Gaming Receiver for Windows. And what does the connect button do on controller?