I made several similar mistakes when I was setting up my D7100.
The manual gets to it, in its usual ponderous way, but the simple answer is: Bulb is available only in MANUAL mode, which is controlled by the button on the left side of the camera, having among other interesting markings...M manual A aperture S shutter and P program. I can't for the life of me see why they don't just label them S P A M !
If I read my manuals correctly, BULB is only available in MANUAL mode; then you use the main command dial (rear) to select the shutter speed, which will then eventually read BULB on the control panel, which is the little TV-like screen on the right rear of your camera.
If, like me, you have/had difficulty understanding your camera, SKIP THE FACTORY MANUAL!
A book, "The Nikon D7100 for Dummies" can be ordered from Amazon. It has helped me greatly. I wore out my first one, and had the second spiral bound.
Anyhoo; Good luck, and keep at it! One day, Knowledge will gently descend, and smack you in the head with her wand!
I made several similar mistakes when I was setting... (