You need an existing mouse that is already connected to your computer (wired or not) to set up a Bluetooth device—yes, I know. If you have a keyboard though, you might be able to do it.
First, if it is not already on, turn on keyboard access by pressing Control-F1. Note that if you have "Use all F1, F2, etc. keys as standard function keys" unchecked in your System Preferences, you will have to add the fn key to all of these key combinations. After that, press Control-F2 to move the focus to the menu bar, and you can then open System Preferences.
Then, if it is not already so, change the Tab key to move keyboard focus between all controls and not just text boxes and lists, by using the combination Control-F7. Now you can use Tab to move the blue highlight to Mouse. Once Mouse is highlighted, press Space to open it. Tip: use Shift-Tab to cycle through controls backwards.
Finally, press Tab until "Set Up Bluetooth Mouse..." is highlighted, and then press Space.