You should have a small button with three curved lines like a WiFi symbol between RB and LB. If you don't, then your controller has been modded and the button...
On Windows 10 and Office 2016, locate the tiny folder in C:\Program Files (x86)\Yahoo! Sync and in there is an zcologctl.exe. If you run this, you get the prompts above...
Your Bluetooth connection may be too slow to transfer that amount of data. WiFi is a better, faster option to use with data-intensive applications like games.