First, make the device discoverable. (See the device's manual to find out how.) Then scan in Bluetooth on the phone. When the phone finds the device, let it pair. Then - if the phone can use that type of Bluetooth device - it will connect to it.
You probably can't use a Bluetooth printer (I don't know - I don't have one to try). You should be able to connect headsets, earphones, etc. - music and handsfree devices - and you should be able to connect to another phone or a computer to transfer files.