Use your owner's manual for the car to find out how to proceed... with the iPhone, you basically turn on Bluetooth... Go to Settings>> Bluetooth... once the car is in pairing mode, it should show up on the phone as a device you can select.. do that, and keep following directions.
The instructions that came with your car should be more than sufficient to get you set up in this regard. Basically, one device gets put in discovery mode and the other searches and finds it. On the iPhone, all you have to do is go to Settings - Bluetooth and then it will automatically search for a bluetooth connection. When you see your car's info, you may be prompted to enter a 4-digit code on your iPhone.