If you followed the instructions and still can't get your new Bluetooth device to connect to your Windows laptop, then there might be a bigger issue at hand. The latest June 11, 2019 update for Windows 10 intentionally prevents some Bluetooth devices from connecting to a PC.
Microsoft warned about the issue in a security statement on its support site, "You may experience issues pairing, connecting or using certain Bluetooth devices after installing security updates released June 11, 2019. These security updates address a security vulnerability by intentionally preventing connections from Windows to unsecure Bluetooth devices."
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The company elaborated that a vulnerability in the Bluetooth Low Energy specification (filed as CVE-2019-2102) could theoretically allow a nearby attacker to remotely inject keystrokes onto a device without the user ever knowing. The only solution Microsoft offered for those experiencing connectivity issues after installing the latest version of Windows is to contact the manufacturer of their Bluetooth device and see if a patch exists. If it doesn't, you might be best off buying a more secure Bluetooth device altogether.
To determine if your Bluetooth device is affected, access the Event Log and look for the error message, “Your Bluetooth device attempted to establish a debug connection. The Windows Bluetooth stack does not allow debug connection while it is not in the debug mode."
Microsoft says that any device using "well-known keys" for encryption could be affected, including security fobs. This vulnerability appears to have first been discovered on Android device, and patched by Google earlier this month.
Microsoft has recently fallen into an unfortunate pattern of releasing updates that do more harm than good. In this case, the software giant is getting out in front of a potential security vulnerability so you can keep your PC protected, even if that means throwing your Bluetooth devices in the trash.