This [broken link removed] link probably explains best.
edit. To view a missing icon or folder that would have been otherwise hidden by applciation of a policy, you need to run the respective .cpl file to view. This generally works but in the case of several (all listed in that first link I posted) theres a bug so even after running the .cpl, youre still not able to view the icon.
I did try running the bthprops.cpl which should have made the bluetooth icon available in the control panel, but it didnt.
Lastly, one more edit as I think of more to say, the policy should have been applied to the relevant hardware by your administrator in the office. I dont know how to apply a local policy to a single machine but Im guessing it'd be in control panel> admin services > security policys somewhere but if you do start messing in there I doubt that they would override parent plicys set by whatever group you belong to in your office. Again, talk nicely to your admin.