Bluetooth is a wireless connection which is used to connect to your phone. You can also use Bluetooth to establish a connection to e.g. a wireless headset.
Slide your finger downwards starting from the top of the screen.
Press the settings icon.
Press the indicator next to "Bluetooth" to turn on the function.
Press Pair new device.
Press the required device.
Press the confirm icon.
Press the crown to return to the home screen.