To connect a Bluetooth speaker, first turn on the speaker and put it into pairing mode. Usually, this involves pressing and holding the power or a dedicated Bluetooth/pairing button until a Bluetooth icon or LED indicator starts flashing. Then, enable Bluetooth on the device you want to connect (phone, tablet, or computer) through its settings menu. Search for available Bluetooth devices on your device, select the name of your speaker from the list, and confirm the pairing when prompted. Once connected, the indicator on the speaker will become steady, indicating a successful connection. If there are any issues, ensure both devices have Bluetooth enabled, are close to each other, and try restarting them if needed.