Bluetooth can be problematic on Windows computers mainly due to the fact that different computer manufacturers use different Bluetooth hardware and different Bluetooth software. All Bluetooth "stacks" are not supported (the most common ones are).
This guide will assume you are using the Microsoft Bluetooth stack. If you aren't you can switch to it, or try to perform similar tasks with your stack.
Make sure you are using Unified Remote Server V3. See this tutorial for more details on upgrading.
Make sure your computer is discoverable. You can untick this box once you're done with the pairing process.
Now switch over to your smartphone/device, and make sure Bluetooth is enabled. You should see your computer in the list. Select it to start pairing.
The pairing process should now be complete. If any errors occured, start again from the beginning and try again.