That can indicate that your Windows installation does not have speech recognition components installed.
You'll need to either install a language pack for Windows that comes with a speech recognition engine, or install the speech recognition engine for your current language pack, if Microsoft has a speech recognition engine available for it but it was not installed.
Both are done through the "Language" tab in the "Time & Language" section of the Windows Settings app, under the heading "Preferred languages".
You'll want to read through
this topic.
Once you have installed a speech recognition engine using either method, you may also need to start the Windows Speech Recognition application to initialize the components.
If you have further questions or require more information, you are of course welcome to ask.