The PlayStation 5's DualSense is one hell of a controller. Thanks to its advanced haptic motors and "adaptive" triggers, it feels like no controller I've used before. When I'm using it on a PS5, that is. Because Sony hasn't made a DualSense driver for Windows, the PC can't yet take advantage of everything the controller has to offer. But you can, at least, use the PS5 controller on your PC as soon as you get one, just without those special features.
This part of setup is a snap. To connect the controller to your PC via USB, you're going to need a USB-C to USB-A cable for your PC (or a USB-C to C cable if you happen to have a convenient C port). While the PlayStation 5 console comes with one packed in, the DualSense sold by itself doesn't. Bummer! Get your hands on a cable, plug it in, and you're on your way.
To use the DualSense via Bluetooth, you'll need a USB Bluetooth adapter (or a motherboard with Bluetooth built-in). To get connected, open the Bluetooth & other devices menu in Windows by pressing the Windows key and typing "Bluetooth." Then click "Add Bluetooth or other device" and the first item on the next menu that says "Bluetooth." Your PC will start searching for available devices.