"use F1, F2, etc. keys ..." in system preferences doesn't work, how should I do?
A windows keyboard will not necessarily send the same Fn combinations as a Mac keyboard. One way to test the Preference itself is switching is to listen for the error beep. When you press [actual] F3 in Finder, it should error beep, because it has no assigned function. The alternate Special Function should invoke Exposé, moving all your windows out so you can see them all. Whether you hold Fn to invoke this depends on which way that pref is set. The pref switches immediately as you check/uncheck it, you don't even need to close the window.
If it still beeps on both settings, the keyboard is likely sending the wrong message.
It's hard to tell what message the special function keys send because they're combined in the keyboard &amp; acted upon before anything else in the computer can read them.
Try Key Codes (freeware) from the App Store &amp; test to see what shows when you press F1 and Fn/F1. The 'true' F-key will show a true code, the Special Function version will show nothing, it will just do the special function. If that's not what you see in KeyCodes, then you can be fairly sure your keyboard is not sending something the Mac can act on.