Mac

Connect your Mac with a Bluetooth keyboard, mouse, trackpad, headset or other audio device.

Make sure the device is turned on and discoverable (see the device’s documentation for details).
On your Mac, choose Apple menu > System Preferences, then click Bluetooth.
Select the device in the list, then click Connect. If asked, click Accept (or enter a series of numbers, then press Enter).

You need to connect your Mac to the device only once. The device remains connected until you remove it. To remove a device, Control-click its name.

You can also connect a Bluetooth device to your Mac by selecting the Bluetooth status icon in the menu bar and selecting the device.

Windows

After you've checked that your Windows 10 PC supports Bluetooth, you'll need to turn it on. Here's how:

In Settings

Select Start > Settings > Devices > Bluetooth & other devices, and turn on Bluetooth.

Turn on Bluetooth in Settings.

In action center

Action center can be found next to the time and date on your taskbar.

On the taskbar, select action center ( or ), then select Bluetooth to turn it on. If it's turned off, it might appear as Not connected.

If you don't see Bluetooth in your action center, here's how you can change it:

Expand quick actions. On the taskbar, select action center ( or ) > Expand. Bluetooth should appear here. It will appear as Bluetooth or Not connected.
Add Bluetooth to the action center. Select Start > Settings > System > Notifications & actions > Quick actions. Go to Add or remove quick actions and turn on Bluetooth.

Turn on your Bluetooth audio device and make it discoverable. The way you make it discoverable depends on the device. Check the device or visit the manufacturer's website to learn how.
On your PC, select Start > Settings > Devices > Bluetooth & other devices > Add Bluetooth or other devices> Bluetooth. Choose the device and follow additional instructions if they appear, then select Done. Your Bluetooth device and PC will usually automatically connect anytime the two devices are in the range of each other with Bluetooth turned on.

Check out this link for more detailed guide.