Hello, thank you for reaching out to Microsoft Q&A.
If the XO-X40 Bluetooth Mini True Wireless Stereo Earphones are not working with your mobile phone as well, the issue is likely with the earphones rather than the Windows 10 Bluetooth system.
Could you please check whether you can pair or connect your mobile phone to your Windows 10 PC via Bluetooth? You can also try another pair of headphones, if you have one, to see whether they connect. If it works, the problem is with your earphones.
See,
If your Bluetooth earphones are not pairing with any nearby Bluetooth devices, then you should check the earphones first. Try resetting your earphones once and see if it gets paired with your mobile device at least. If it works, try pairing it with a Windows PC.
If you are getting any problems specifically when pairing with Windows, let me know.