Hello Christopher,
My Name is Paul one of the Community Advisor and a Microsoft Consumer like you and I am here to provide you guides on how to manage Bluetooth devices and how to pair them.
Microsoft Article about Bluetooth Connection:
https://support.microsoft.com/en-ph/help/15290/...
3rd Party Source with screenshots:
https://www.windowscentral.com/how-and-why-use-...
NOTE that the device should not be connected to other devices like smartphone when you pair it to your Windows 10 Machine because you might have a hard time to connect it to the PC.
Note: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.