Ya gotta love mac.
System Preferences > Keyboard > display
The original poster has a valid question. Where is the F14 and F15 keys. Apple obvious has a key combination for this on the Macbook Pro (With out using an external keyboard) being that in keyboard settings F14 and F15 are set to for brightness control. I find it difficult to believe that a macbook is set to function keys it does not have access to or is not set for another key combination right out of the box.
When you go to your preferences and are looking for a setting and see this, it certainly makes it confusing if you can only use this with an external keyboard.
As for the external keyboards, you can get a mac keyboard with the extended F keys. Unfortunately, that does not help those that did not buy the external keyboard.