Chances are there is something wrong with the settings. Check the Bluetooth settings on your phone and make sure things look right. Go to the settings of your phone and make sure the bluetooth is turned on. Also, depending on your phone, you may have to do other steps to ensure the connection is there. After reading your second post, it makes sense to why you can't transfer files. If your phone has not discovered your pc, then it's not a paired connection. They have to be connected to each other.
To be of more assistant, I must know what type of phone you're using.
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