You need devices, drivers, and runtimes that support OpenCL 1.2 or later (1.1 or earlier may work, though I'd have to look through and check the code, and it's completely untested in a pre-1.2 environment). As what you need to install for this depends on your hardware, you're probably best off just googling, e.g. "nvidia opencl" or "intel opencl" (don't use the quotes when searching). For example, the runtimes you need for the latter are
here.
Once installed you can list the available devices with DS_dumpocl(). If that fails, or there's nothing there, then you might want to try some further debugging with
clinfo. Note that I am in no way involved in the clinfo project and can't offer support for it or vouch for anything beyond its existence.