You pull down on the screen to show the top cards for various settings and long press Bluetooth to open up options, then press "+Pair Device". Put whatever device you are connecting in pairing mode, then click on it in that list once it shows up. It's pretty self explanatory on the Android side, the issues seem to stem from the implementation of Bluetooth on many other devices.

This is on a Pixel 4.

With samsung and the galaxy buds, you open the buds charging case. Then a pop up comes up on your phone, you tap connect and it installs the control panel for your buds and that's it. It seems to be the same on ios.

Ahh apple forced them to improve this experience after all eh? I remember Bluetooth pairing quite a bit slower and cumbersome on Android pre-airpods era.