can't connect by bluetooth on iMac

You don't. The Nano only has Bluetooth profiles for A2DP (Stereo Bluetooth transmitter), AVRCP (BT controls) and Low Power (think pulse meter). The Mac can also be an A2DP transmitter but not a receiver. You cannot sync via Bluetooth.

I hope I'm not misunderstanding, as this is in the iPod Nano help section, but I found this question while searching for how to connect a set of wireless bluetooth headphones to my iMac (OS El Capitan). I was able to accomplish this task by going to System Preferences, clicking on the Bluetooth logo, pairing the headphones there. Then once connected, go back to the System Preferences menu, click the "Sound" icon (speaker). Under "Play Sound Effects Through" dropdown, select the headphones. Works like a charm!

You have misunderstood the question. They were trying to sync their Nano to their computer using Bluetooth.