Ensure your Bluetooth device is switched on and ready for connectivity.
Open the Settings app and click on the Bluetooth item on the left menu.
Make sure that Bluetooth is turned on by checking or moving the slider at the top of the window.
Nearby devices will be shown under Devices.
Click on the device that you would like to connect to. You may be prompted to go through a pairing process. Once the connection is established you will see a dialog like the one below.