Where is the Application to enable WUB (Wireless USB)

In Vista is like a U icon in the task bar (bottom right), that's the application to connect the Wireless USB Hub, I can not find it, thanks

 

I don't believe that WUSB is a feature built-in to Vista, but is rather provided by manufacturer drivers. I'm familiar with the icon you're referring to, though, as I had the same issue myself.

I don't see that you mentioned your specific hardware. Would you also have a Dell Latitude E-series, maybe the 6500, with the Dell Wireless 410 Bluetooth / Wireless USB adapter?

See the details at http://blogger.ziesemer.com/2008/11/dell-latitude-e6500-vid413c-pid8149.html. Specifically, see the link to Dell's driver in CTJohn23's last comment.