Hi hpcheung021,
Welcome to Apple Support Communities! We're certainly glad to help in any way we can, or point you in the right direction.
As you're attempting to connect a third-party set of headphones to your Mac, we can recommend standard Bluetooth connection steps, and then refer you to Bose Support directly if they're not pairing, or if you have any further questions. It may be that there is a Bose app for Mac as well, or that it isn't needed to use and manage your headphones.
First, you'll want to complete the instructions in this guide. :
Connect a Bluetooth device with your Mac - Apple Support
Have a great day!