Download this:
https://github.com/thp/psmoveapi/releases
Do this:
https://psmoveapi.readthedocs.io/en/latest/pairing.html#bluetooth-pairing
The PSMove controller probably isn't meant to be set up with a PC through the normal bluetooth pairing process and requires extra software to pair (?).
This apparently includes running a command line tool, so - someone might have to tech you command line basics as well..
(switching folders, running software from the terminal (Windows cmd ).)
Watch a few cmd tutuorials on youtube I guess. (If you are on windows.)
edit: IMPORTANT!
I might have misunderstood a part of it here - lets say, if you are already using a method, where you use USB for pairing the PSMove controller (probably using a different piece of additional software?) you can keep doing that, and dont have to download the additional software on github.
The only important thing to take note of in that case is this:
Windows
You might have to try pairing multiple times for the Bluetooth connection to work on Windows. Also, be sure to use the Microsoft Bluetooth Stack and do not install any third party drivers (e.g. MotionInJoy) that would interfere with proper operation of PS Move API on Windows.
So dont install third party drivers for the bluetooth dongle, make sure they are running with the Microsoft drivers, and try multiple times.
If that does not work, use the program on github method as explained above.
It might also be the case, that you need the PSMoveAPI anyhow - and that it offers you two wais of pairing - via USB, and via command line, using BT only. (Via USB would find the bluetooth adapters 'network' address and write it into the PSMove as well - so in the end communication works via Bluetooth). Documentation is not clear on this point.
edit2: Upon further reading - this seems to be the case. So you always need the PSMoveAPI program from github to pair the PSMove controllers to a PC - and it probably offers you an "easy" (via a graphical interface?) way to pair your PSMove controllers to your PC via usb. And a second way do pair them via BT only, using a command line tool (?). Could be wrong on the graphical user interface part.
But you need that software (PSMoveAPI) first, to be able to pair.
Also - the 'only use the Microsoft bluetooth stack (drivers)' part still applies on Windows.