Not all laptops have an illuminated keyboard, far from it.
Some models in the X360 range (the more expensive ones) may have that feature, yours probably hasn't if there's no function key to turn it on.
I've also just read a comprehensive review of an X360 and there's no mention of it having that feature.
Heck, even my top-end £550 Toshiba laptop (8 months old) doesn't have one.