Go to settings > Bluetooth. Ensure Bluetooth is turned on. Power on your speaker. If it is brand new then it should go straight in to pairing mode which is usually indicated by a constant blinking light. Your phone's available device list will show a new item that should be your speaker.
If you speaker is not going in to pairing mode then try looking for a Bluetooth button (the iconic triangle-y toothy icon) and press and hold it. Look for a flashing light to start blinking. Sometimes you press and hold the power button extra long and sometimes it's a combination of buttons. If you still haven't figured it out you need to Google the answer by searching for "pairing mode for [brand and model #].