While you can pair a WP and PC over Bluetooth, the connection will not stay connected.
This feature is generally disabled, either by the phone manufacturer or the carrier.
But, They are still connected in a way... I can't get more technical at this time,,,,,,
However, you can transfer files still...... unfortunately, only about one file at a time
On the Windows PC..... right click the Bluetooth icon in the Systray and select Receive a file
On the Phone, find the file or photo and choose Share then Bluetooth, then tap the PC name
It should transfer and the PC should allow you to select where you want to save the file
Same thing when you want to send a file.
It will error if you attempt more than one file at a time.
Bluetooth while useful in some circumstances is not an optimal way of transferring data anymore anyway. Especially large amounts of data.
Tap&Send does work via NFC devices though, and this also uses Bluetooth. I believe.