After you set up your Bluetooth piconet, your computer automatically detects the other devices on the piconet and makes the same kind of connection that would occur if the other devices were linked to your computer with cables. If the Bluetooth connection is configured properly, it should be completely transparent.
If your computer can't find the other device, take a close look at that device and read the instructions supplied with the device for setting up a Bluetooth connection. Is the power switch turned on? Is Bluetooth active? Is the battery good? On a keyboard or a mouse, push the button on the bottom of the unit to make sure Bluetooth is on.