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Click your computer's "Action Center" icon. Click the Bluetooth option. Right-click Bluetooth. Click Go to Settings. Switch to your phone. Open your phone's Settings app. Turn on your phone's Bluetooth. Wait for your phone to connect. Exit the Bluetooth menu.
This is the square icon in the bottom right corner of your screen. You can also hold ⊞ Win and tap A to open the Action Center. You can find this to the left of VPN. Doing this will turn on your Bluetooth. If your Bluetooth is already on, skip this step.  Your computer should now be in "Discoverable" mode. You'll need to ensure that your phone's Bluetooth is enabled as well. While this process will vary depending on which phone style you have, the Bluetooth switch usually lives here.  If this is your first time setting up Bluetooth on this computer, Windows 10 will ask for you phone number and then send you a text with a verification code for you to enter before pairing.  Your computer's Bluetooth menu should go from listing your device as "Paired" to "Connected". If this doesn't work within a few seconds, click the On switch below "Bluetooth", then click it again. Your phone is now connected to your PC! Depending on your phone model, you'll be able to do anything from synchronizing your files to playing music through your computer's speakers.