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Launch the Pebble app then tap the Connect your Pebble at the bottom of your screen to start the pairing process.
If that does not work, check to make sure the settings for Bluetooth are turned on.
Go to Main Menu then Settings then Bluetooth and make sure that it is showing "ON" then go back and follow the steps again.
For Pebble, the path is Main Menu >> Settings >> Bluetooth, and make sure that it is showing "On".