In Windows 10, Windows + K will open a list of possible devices that you can connect to. Generally this is used for Bluetooth devices such as speakers, headphones, headset, keyboard or mouse. Make sure the device is switched on and that Bluetooth is supported and active on your PC.
In Windows 8, Windows + K will also open a list of possible devices that you can connect to. But is generally used to connect to printers and only works with Microsoft apps.