For a PC with Bluetooth built-in (or if you have a generic USB dongle), just press the Windows key and type "Bluetooth" to open the Bluetooth & devices settings menu. Click "Add device" and look ...
In most cases, this should allow you to add a game and use a controller with Steam as an intermediary. Hooray! The $20 8Bitdo Bluetooth adapter ... from the corners of PC gaming and its niche ...
PC: Turn on the controller, press the sync button, open PC's Bluetooth settings ... don't want to risk disconnecting in the middle of gaming, after all.