1. Make sure you are able to put the device you want to connect into 'pairing mode'. Typically hold power button for 5 seconds or press the dedicated 'pair' button. If you are unsure you should consult your owners manual.
2. Open 'Settings' and click on 'Devices'
3. Make sure the switch under 'Bluetooth' displays 'On'. If not, click on the switch which should then display on.
4. Click on 'Add Bluetooth or other device'
5. Select the button that corresponds with your device. (I.e. Headphones and mice are just Bluetooth; wireless displays are 'wireless display or dock'; controllers are 'Everything else')
6. You should now put your device into pairing mode and the you should see if in the menu under what your owners manual specified it should be(I.e. 'Beats Headphones')
7. Click on your device and your computer should download necessary software to use the device and should connect.