how to connect wireless mouse

The Dell WM126 is not a bluetooth mouse. Its an RF mouse. To connect it to your Mac just plug in the little USB receiver it comes with into a USB port on your Mac.

https://www.dell.com/en-us/shop/dell-wireless-mouse-wm126-black/apd/570-aalk/pc-accessories

Try these steps:

1. Open System Preferences from the Dock and click the Bluetooth button. Turn Bluetooth On.
2. Click the Set Up a New Device button.
3. Power on the mouse and hold it a few inches from your Mac. Click Mouse, and then click Continue.
4. When your mouse appears in the list, click Continue to finish the pairing process.

I hope it helps!