Turn on your Bluetooth headphones and put them in pairing mode
On PS4, go to Settings
Select Devices
Select Bluetooth Devices
Wait for your headphones to appear in the list
Select your headphones
Enter the pairing code if prompted
If the headphones do not connect, use a compatible Bluetooth adapter or USB dongle
Go to Settings
Select Devices
Select Audio Devices
Set Output Device to your headphones or connected device
Set Output to Headphones to All Audio if available
Adjust Volume Control for Headphones if needed