To follow this guide, your device should already be paired. (Windows + C > Settings > Change Computer Settings)
Open system control panel, and choose the Sound control panel
Your headphones should show up in the control panel. Mine are the Soundcore Life Q30 Stereo.
(Note you can choose between headset and headphones here.)
be sure your device is turned on.
right-click, and choose connect (Verbinden in German)
The headphones should now be connected:
and you should be able to play sound through them.
(Note that it says “default device” here, which you can set below if the device is not the standard device already:)