Click on "Add Bluetooth or other device." A window will pop up with the top option to connect to a BT device. With the controller in pairing mode, go into Windows Bluetooth settings. However, who needs a cable when the controller is equipped with Bluetooth? Therefore this article will mostly focus on pairing it wirelessly. You can buy a 20-foot cable that should be more than enough for anyone's needs. The one that comes with the controller is fine but is a tad short and may not suit your computer set up. It can be connected to both PCs and Macs via a compatible micro USB cable. The DualShock 4 is more or less plug-and-play.
PS4 Remote Play: Using the DualShock 4 with PlayStation's Remote Play app is relatively painless since both PC and Mac have built-in support.
Steam for Mac and few other apps provide native controller support.