Aloha
Spotted a few people were struggling to connect their B&W PX Headphones to their Windows 10 machines via Bluetooth and all the question threads are locked so I cannot add this as a potential solution.
I've two MS Windows 10 laptops, both could pair the headphones but recognised them as a generic device and not as a pair of headphones. If this is the case what I've found worked for me was heading to the B&W website, then their support section.
https://www.bowerswilkins.com/en-gb/support/headphones
Select their PX headphone, in their Software and Firmware section is a Bluetooth Utility which is intended to allow the headphones to update their firmware from a PC rather than from a phone.... download, install and run that utility.
https://bowersandwilkinspkblivesite.secure.force.com/support/BW_ArticleDetails?category=Headphones&kaid=kA041000000ktANCAY&lang=en_GB&product=PX
Run the B&W bluetooth utility on your PC, then connect your headphones via the supplied USB cable and it will recognise that they're USB connected PX Headphones, update the firmware if you need to.
Once you've seen the message pop up in the task bar saying that the PX headphones have been successfully been installed and everything is updated, then you can remove the cable and close the update app.
When you add them as normal through the Bluetooth panel they appeared as headphones now when I added them rather than as a generic device and I hope they do for you too.
Given that we're in lockdown and I'm using MS Teams more than ever I might as well use a decent pair of headphones, hope this helps someone.
Good luck!
H