You can turn on Bluetooth on your Windows 10 computer's settings, and use it to wirelessly connect headphones, speakers, ...
Microsoft wants you to use the cloud, but there are a lot of good options — including trusty old network file sharing and a little-known modern Windows feature. Remember the HomeGroup on Windows 7?
To enable file-sharing over Bluetooth on your PC, head into Settings > Bluetooth & Devices and turn on the "Bluetooth" toggle ...