Starting with it turned off, press and hold the Multi-Function Button for some 8 seconds, until the indicator light is steadily lit in blue, thus indicating it is in pairing mode. Only then, make the device you want to pair your headset to search for new devices. After a while, the WEP200 should appear on-screen. Select it and make it connect. If a pairing code (or PIN, or passkey) is requested, enter '0000' (four zeros). If the pairing process is successful, your headset will enter the stand-by mode. There might be an indication on the other device that it is connected to a bluetooth headset too. Once they are paired to each other, all subsequent connections between them should be achieved simply by bringing they both within each other's range (with their bluetooth radios turned off, of course).
By the way, if your headseet's user guide happens to be missing, feel free to download it from this location