how do i connect them to my phone?

With the batteries charged and the headphones turned on, ensure that Bluetooth is turned on in the connections settings on your phone. In the connections menu you should see the device's name under possible connections, tap on it to pair the device with your phone. 

Connect a bluetooth device to iPhone: https://www.youtube.com/watch?v=YewjuClOSKc

Connect a bluetooth device to an Android phone: https://www.youtube.com/watch?v=-f1-UUUWN0A