Try the following steps:
Make sure your controllers are turned on and fully charged.
Replace the controllers’ batteries.
Turn the controllers off and on again while holding them in front of you. Press and hold the Windows button for 4 seconds to turn off a controller, then press and hold it again for 2 seconds to turn it on.
Go to Settings > Devices > Bluetooth & other devices on your PC and make sure they’re paired (you should see them listed on the page).
Learn more about motion controllers