The built-in Bluetooth and the Bluetooth adapter are essentially the same, mainly depending on the chip and driver used. If it is the same chip and driver, the functions will be exactly the same.

But the cheap Bluetooth adapters on the market are cheap and simple chips. The so-called drive-free adapter is very simple in its functions with Microsoft's Bluetooth driver. It is far worse than the professional Bluetooth manufacturers' chips, such as the CSR drive,which is powerful and fully functional. The Bluetooth that comes with the notebook is usually a  relatively good chip. This can be seen as the difference between  Bluetooth that comes with a laptop and a Bluetooth adapter.

What's more,if your laptop comes with Bluetooth,then you needn't install a Bluetooth adapter for it. It will be very convenient to have wireless connection with Bluetooth headset and Bluetooth speaker. 

Right click on the computer icon and select "Management", then select "Services and Applications" - "Services" - find the Bluetooth service, Bluetooth support service, print spooler service.Double click on these services to turn it on, setting these three services as "start" or "automatic".