Bluetooth Configuration

A good starting point is the Gentoo Wiki guide.
You need to start by adding kernel support. Be careful, your adapter may very well be supported even if lspci does not list anything related to Bluetooth.
Once you have kernel support and hciconfig -a shows something, next step is to run bluetoothctl. If the "list" command does not show anything, check kernel messages (dmesg). You will probably have to load firmware into the kernel (dmesg tells you which file is needed, include it via CONFIG_FIRMWARE_IN_KERNEL in Device Drivers -> Generic Driver Options.
Update: it seem hciconfig is gone, launch bluetoothctl and then type "show" to check if controller is enabled.

Pairing Devices

There are GUIs in KDE to pair devices (bluedevil). I did not really use them yet.

Connection should be made automatically once the devices are powered on (if they were paired with controller previously).
If connection fails, usually removing device (in GUI or in bluetoothctl via "remove") and pairing again solves the problem. This seems to be frequent with PS 4 controllers.