The most common problem is not pressing the ENTER key after entering the numbers shown on the screen.    

To Pair -

1. Press and hold the Pairing button on the keyboard until the blue LED begins to flash

2. Using your PS4 Controller goto SETTINGS on the PS4 menu, and then DEVICES, and then BLUETOOTH DEVICES

3. Wait a few seconds and watch for BLUETOOTH KEYBOARD to appear in the list of devices.

4. Choose that new device, and enter the 6 digit number on the keyboard followed by the ENTER key

Your device should now be ready to use.