If you don't confirm on both devices, pairing will fail.
If you don't see a place to enter it, swipe down from the top of your screen and touch the Bluetooth notification. (If they don't, touch Cancel, verify the name of the device you want to pair with, and try again.) See the device manufacturer’s instructions for how to get into Bluetooth discovery.
You only need to do this once for each device. To connect with a new Bluetooth accessory or other device, you need to pair with it.