If you don't have secpol it's probably because you have windows home edition. In that case, you can use regedit to create the policy.
Navigate to here:
Then look for a key called "System" If it doesn't exist, right-click and select New to create it.
Then within System, right click and create a new DWORD value called "EnableLUA" with a value of 1.
If you want more details check this page
. If you're uncomfortable using registry editor, I wouldn't recommend doing this.