That is a great question. The Pen Tablet does not use your computer's Bluetooth application to make the connection.
Xencelabs has included a dongle for you to use to make the wireless connection between the Pen Tablet and your computer. The image below shows where it is located in your pen case. This is very similar to a wireless mouse connecting to a personal computer via a USB dongle.
Using the wireless dongle connection will give you a lag-free drawing experience with your applications.
The Wireless dongle is located in the pen case, between the 3-Button pen and the Thin pen.
If the wireless dongle is missing, it can be purchased from the Xenclabs eStore, and the part number is ACD12-A.