Just go to the 'Settings' app on the home screen, then select 'General' - a 'Bluetooth' option will appear in the right hand column, select and turn BT ON; once ON you will need to also turn on your BT device (e.g. I have the BT Apple keyboard & BT headphones); you will then need to 'pair' the iPad to the device desired - once done, connection later will be easy.
So in summary, BT has to be on w/ both the iPad & the device being connected; pairing must be done initially; then all should work well - good luck and re-post if still a problem!