The only bluetooth profiles that are native on the phone are audio profiles, which means you can connect the phone to audio headsets (and other audio devices) and listen to music, etc., but you cannot transfer files between bluetooth connected devices and you can't use bluetooth peripherals such as a bluetooth printer or bluetooth keyboard
ALso check your bluetooth is not set to hidden
If i have helped at all a click on the white star below would be nice thanks.
Proud to be using a Nokia Lumia 920