Open the quick tiles from the bottom right of the screen.
If you don't see Bluetooth, click Expand.
Right-click on Bluetooth and then Go to Settings.
Make sure Bluetooth is On.
Put your Bluetooth device in pairing mode.
This differs per device. Some have a dedicated pairing button. Some can be put into pairing mode if you hold the power button while turning it on. If you don't know, check your manual or Google how to put that device into pairing mode.
Once in pairing mode, click Add Bluetooth or other device.
Click Bluetooth. Wait while the device is discovered.
Click on the device to connect to it.