Check out the following video to see a walkthrough of the pairing process.
Please make sure you don't accidentally pair to Vue Sensors - that connection is managed by the app. You only need to pair to Vue Audio.
Note that on Android, you don't need to go into your phone's Settings > Bluetooth to manually pair to Vue Audio; the app does that for you automatically. If it doesn't though, you can go into your phone's Settings > Bluetooth to pair to Vue Audio manually.