The process of connecting a Bluetooth device to an iPhone is called pairing. Regardless of what kind of device you're pairing to your iPhone, the process is basically the same. Follow these steps to complete the iPhone Bluetooth pairing process (they also apply to the iPod touch and iPad).
1. Begin by making sure your iPhone and Bluetooth device are near each other. Bluetooth signals can only extend a few feet, so if the devices are too far apart they can't connect. They don't have to be right next to each other, but they should at least be in the same room, if not closer.
2. Next, put the Bluetooth device you want to connect to the iPhone in discoverable mode. This allows the iPhone to see the device and connect to it. Making a device discoverable requires different steps on different devices. For some it's as easy as turning them on, others require more work (and some devices are always discoverable). Check the manual for the device you want to connect for instructions.
3. Tap the Settings app on your iPhone homescreen.
4. Tap General (if you're on iOS 7 or up, you can skip this step).
5. Tap Bluetooth.
6. Move the Bluetooth slider to On/green. When you do this, a list of all the discoverable Bluetooth devices will appear.
7. If the device you want to pair with is listed, tap it. If not, consult the device's instructions to ensure it's in discoverable mode.
8. To connect some Bluetooth devices with the iPhone, you need to enter a passcode. If the device you're trying to pair is one of those, the passcode screen will appear. Consult the device's manual for the passcode and enter it.
9. And, with that, you're completed the iPhone-Bluetooth connection process and are ready to use the device.
