12-speed Di2 bikes have BluetoothLE and ANT functionality out of the box.
This means that you can connect your bike to most bike computers by adding the bike as a sensor, and show the selected gears and battery info on screen.
To change settings or update firmware using the Android/iOS mobile app E-Tube Cyclist, you need to enter Bluetooth Connection mode.
You do so by pressing the rear derailleur button for 0.5 - 2 seconds.
The LED will flash blue while the bike is in Bluetooth connection mode (for about 30 seconds).