If you are using Windows Home Edition, you need to add the Local Group Policy Editor to your computer. See this post if Windows cannot find GPEDIT.MSC on Windows Pro/Enterprise or Education editions.

From time to time, you may need to access the Local Group Policy Editor (gpedit.msc) to configure advanced system settings ...

In the ‘Run’ dialog box that pops up on your computer screen instantly, type gpedit.msc and click OK ... your Windows does not ship with the Group Policy Editor. To do so, type regedit.exe ...