After setting up my master jenkins on linux and a slave agent on windows.
I want to use blue ocean to setup my jenkinsfile and perform my builds.
However, although I have a Jenkinsfile in my repository, it will not be recognized.
I get following message:

You don't have any branches that contain a Jenkinsfile

A Jenkinsfile is defined in your repository and describes how your pipeline will work.

Here my Jenkinsfile

pipeline {
  agent any
  stages {
    stage('Cmake configure') {
      steps {
        echo 'Hello World'
      }
    }
  }
}

What can I do to fix this?

I am connected to a local bitbucket server.
I followed this tutorial here: https://jenkins.io/doc/book/blueocean/getting-started/
What I found strange, that I do not need to setup a webhook in bitbucket or exchange any ssh keys. At least nothing is mentioned in the tutorial.
The connection is made via: JNLP agent on windows.
It is a multibranch pipeline.