Bluetooth isn't the best method for transferring files from your PC to phone. It's unreliable, slow and most times doesn't work. The best method is to use cloud software (i.e. Upload to google drive and download on your phone) or use a cable. If you have an android phone, simply connect your phone to your PC, enable file transfer from the "USB for charging" option, and drag any files from your PC to the "Download" folder of your phone. If you have an iPhone, connect it to your PC/Mac and use iTunes to transfer the files.
If you really want to use Bluetooth you'll have to provide us with more details.
Hope this helps!