On your controller, there is a button named Guide that shows whether the device is in pairing mode or not. And, if in case, your PC isn't compatible with the Bluetooth functionality, then you need a Bluetooth USB dongle. Now, here is how to connect Xbox 360 controller to Windows PC through Bluetooth: First of all, hold the Guide button to turn on the Bluetooth of your controller. Now, hold the Pairing option for 15 seconds and wait for the Guide button to flash. Right-click on the Bluetooth icon in your system tray. Next, make a click on Add a Bluetooth Device. Click Add a Bluetooth or Other Device and select Bluetooth. At last, click Xbox Wireless Controller and wait for the Guide button to become compact white. Once done, then a menu pops up by stating Controller is Connected.