Can not connect to console on my PC

This may help

https://beta.support.xbox.com/help/games-apps/apps-help/how-to-use-game-streaming-in-xbox-console-companion-app

To use Xbox game streaming, you must first enable game streaming from your Xbox One. To do this, press the
Xbox button  to open the guide, select
System > Settings > Preferences
> Xbox app connectivity. Do these two things:

1. Under This Xbox, select
   Allow game streaming to other devices.
2. Under Other devices, select
   Allow connections from any device or Only from profiles signed in on this Xbox.
   

Connect your Windows 10 PC to your Xbox One

After ensuring that your console settings are correct, you need to establish a connection from your Windows 10 PC to your Xbox One console from within the Xbox Console Companion app on your PC:

1. On your PC, launch the Xbox Console Companion app.
2. Select Connection from the panel on the left side.
3. The Xbox Console Companion app will scan your home network for available Xbox One consoles. Select the name of the console you want to connect to.

The xbox is set up perfectly, the xbox even appears in the add device area of the Connection panel, it just will not connect and the message "We couldn't connect to your console. Make sure the console is still on and connected
to the same network as this device." appears

This may help

https://beta.support.xbox.com/help/games-apps/apps-help/how-to-use-game-streaming-in-xbox-console-companion-app

To use Xbox game streaming, you must first enable game streaming from your Xbox One. To do this, press the
Xbox button  to open the guide, select
System > Settings > Preferences
> Xbox app connectivity. Do these two things:

1. Under This Xbox, select
   Allow game streaming to other devices.
2. Under Other devices, select
   Allow connections from any device or Only from profiles signed in on this Xbox.
   

Connect your Windows 10 PC to your Xbox One

After ensuring that your console settings are correct, you need to establish a connection from your Windows 10 PC to your Xbox One console from within the Xbox Console Companion app on your PC:

1. On your PC, launch the Xbox Console Companion app.
2. Select Connection from the panel on the left side.
3. The Xbox Console Companion app will scan your home network for available Xbox One consoles. Select the name of the console you want to connect to.

can i use a phone with bluetooth connected to my PC or Console & be able to connect & use my wireless Xbox 360 controller on my PC

I am not trying to connect it to my console. I can connect it to my console wirelessly but i want to connect to my pc (Windows 10) and play through the xbox app but when i pressed the buttons when connected to the pc it just blinked for a few seconds and
then shut off.

Why are you connecting the Xbox to the PC?

You can use the console companion APP to connect the console to the PC. The console can be natively connected to your home network either via wireless or a wired connection.