If it is one thing that I have noticed from working on Dell computers, it is that most of them use the tools provided by Dell a little differently from model to model. Especially if your PC is a few years old. You may need to insert one of the disks that came with your PC, if you have one that is a couple of years old. The newer Dell's don't come with any of the disks unless you beg them, and pay $10.
Most of the newer Dell's that have the diagnostics onboard, are generally accessed like this.
1. Turn on (or restart) your computer.
2. When the DELL™ logo appears, press F12
3. When the boot device list appears, highlight Boot to Utility Partition
and press Enter
4. When the Dell Diagnostics Main Menu appears, select the test you want to run.
Hope this helps,