Hello,
I some new models HP decided to replace the F1~12 keys by the special media keys (luminosity, volume,...). SO you have to get to press Fn+F2 to get the F2 key working like a real F2 key.
But you can change this setting by going into the BIOS of you computer. For that, you must press the F10 key, just have you pressed the Power button when starting your computer. This will simply be an option to change in the menu. Then "Save & Exit", and when you will be back into Windows, your F2 key will be a real F2 key again, and you will have to press Fn+F2/Fn+F3 to change the luminosity.
Regards
I am an HP employee, but I speak on this forum only for myself and not for HP