In order to connect your wearable to the Me app, open the drawer menu by swiping from left to right, or by tapping the menu icon in the top left corner. Now choose the option "Wearables".
Tap on the button "Connect now".
Please make sure, that the Bluetooth is activated on your phone. If so, the Wearable should be found within a few seconds.
Note: If you are using the Android Marshmallow 6.0 version make sure to activate your location in order to connect a device with Bluetooth. To do so, swipe down the notifications bar and tap "Location".