Overview
If you try to enable WiFi option in Windows settings but it turns off immediately and stays disabled, it means the physical WiFi switch is Off. You need to toggle the physical WiFi switch so that the device can connect to a wireless network or hotspot.
Diagnosis
Device can not connect to a network because when you try to switch On the WiFi toggle in settings, it does not move to On state. It says Off / Disabled.
Solution
Move the physical WiFi switch located on the backside of the device to ON. To do so, you can refer to the following picture which shows the location of the WiFi switch.
Without turning this which to ON, the WiFi will remain disabled and you will not be able to enable it from the Windows settings. 
Testing
Once you turned the Physical WiFi switch ON, you will be able to toggle the WiFi option on Windows network setting. If it is not enabled, you can now click on the button to enable it. Refer to the picture below.
After this step, if you are still unable to connect a network, you should follow this detailed article to fix your WiFi problem: WiFi / Wireless Network Problems