Hopefully my post appears in time - I'm new and posts are checked first.
Bluetooth requires one device to be found and the other device to search for it. Lets assume iPhone shall search, "another device" needs to be found and connected to.
Typically devices are invisible by default - higher security. So first make one "another device" visible - read the manual - this typically makes it visible for like 1 Minute.
Only now start the search in the iPhone for BT devices. If it finds multiple devices, try to guess for the name.
Select one, then typically a passcode is shown on both devices to make sure it's really the desired couple. Compare and OK it on both sides.
Note that iPhones often could only connect to certain classes of other devices in the past - also for higher security. So with Android I could connect to my computer to send a file. IIRC Iphone was not to send files by definition.