Connecting a pen to a drawing tablet

Drawing tablets with EMR Pens

You don't need to "connect" your pen.

If you use a pen that is compatible with your tablet, it should start working automatically when you bring it within about 10 mm of the tablet surface.

There is no pairing step, unlike a Bluetooth device.

Other devices with non-EMR pens

For example, Apple Pencils and most Microsoft Surface pens use Bluetooth.

So, enable Bluetooth on your computer, then follow the instructions for your specific device.