To start, we need to put the Bluetooth device into discoverable mode by clicking on the Bluetooth icon and selecting Make Discoverable. You will also need to make the device you want to connect to discoverable and ready to pair; this may vary from device to device (such as pressing a pairing button):

Next, select Add Device... and select the target device and Pair:

The pairing process will then start; for example, the BTKB-71DB keyboard will need the pairing code 467572 to be entered onto the keyboard for the pairing to complete. Other devices may use default pairing codes, often set to 0000, 1111, 1234, or similar:

Once the process has completed, the device will be listed and will connect automatically each time the devices are present and booted.