The pin code is any set of numbers you want (a lot of people are stumped on that). You just need to enter the same code on both bluetooth devices, e.g. 0000, 1234.
With bluetooth enabled both on your PC and on the phone, once you're asked to enter the pin code (on either device), just enter it. The other device should then respond and ask you to enter the pin code. Do it, and proceed from there.