The iPhone supports only handsfree bluetooth profiles. Before you can use such a device, it must be discovered by the iPhone and paired. Search how to pair a bluetooth device with the iPhone for details.
The long and short of it: enable bluetooth on iPhone making it discoverable; enable bluetooth on the headset; when the two devices shortly see each other (a few seconds), enter your pairing password on the iPhone.
Both devices have to be in discovery/search mode the first time. One device says "Hello, is anyone out there?" The other device has to be receptive to seeing the first one. After that, they should see each other when in range as soon as one starts, that is, starts looking for known/paired devices. You get in your car and turn on the ignition. The car's Bluetooth system searches for known devices with which to pair.