Hi @Anonymous
I assume you've turned on the Bluetooth settings in the iPhone.
The B icon should show in the iPhones status bar.
Settings , Bluetooth
And the instructions that came with the headset advised of the pairing code to use. Sometimes pairing can be a bit of an art form and can take a few tries to perfect the pairing.
I would try resetting the iPhone via Holding the Top Button and Home Button until the Apple Logo appears, and then let go of both. Your iPhone will reset.
And ;
Settings , General , Reset , Reset All Settings.
Have you ever paired up with another device using your iPhone. I'm ascertaining whether the Bluetooth is working as it should.
Do you have another phone with Bluetooth to see if it will pair with the headset ok.
I see from Google that the iPhone is noted as a device that will pair.