Q: how can i connect my iphone 4s with any other nokia set through bluetooth

This is not a feature of iphone, iPad or iOS, never has been.

Bluetooth is supported for stereo headsets/speakers, handsfree

telephone devices/headsets, some keyboards,

some peer-to-peer apps from the app store and internet

tethering where provided by the carrier.

Other than this it will not connect to a phone/computer/device.  (thanks to ckuan for the wording)