Windows itself doesn't have the options to blur background, unless you have a Copilot+ PC, then you will have the Windows Studio Effects option to do so. If your computer supports it, you will find this icon on the lower right on taskbar to launch Windows Studio Effects.
Otherwise, you will need to rely on specific apps you are using for this feature. For example, Teams, Google meet and Zoom all provide in-app settings for this. You find it in the settings inside the app instead, not in Windows settings.