I use PS4 controller on PC myself. My favourite way to connect is to use the Sony DS4 Bluetooth Adapter (as pictured in an above post) as it lets me use the headphone jack on the controller itself if I want to. I pair it with InputMapper v1.6 to get rumble functionality and/or make use of the touchpad if I need these but not required to use the controller. I don't use 1.7, it has a memory leak and will cause some pretty bad lag in FF14 after a few hours of being on until you close InputMapper. That and I hate how 1.7 causes PS4 controllers to be unusable until you open InputMapper because of the HID Guardian program that is part of the program. The Sony DS4 Bluetooth adapter is quite expensive at $60-$90 new as Sony has stopped manufacturing these (a shame really).
I've also tried using 8bitdo bluetooth adapter and that makes the computer see the PS4 controller as an Xbox 360 controller. You lose headphone and touchpad with this but rumble works so you just use it as a Xbox 360 controller. This works pretty well and is easy to pair and only costs about $25 on amazon. Works with a lot of other Wireless controllers too.
I've also used a couple different highly rated regular bluetooth adapters from amazon where reviews says it worked for their PS4 controller and have also used a couple integrated bluetooth adapters with couple laptops. This one is the most troublesome. Problem is Sony uses their own custom bluetooth driver in the controller itself which causes it to not want to always connect with regular bluetooth. I looked it up previously but I've since forgotten specifics but generally the DS4 controller discovery and pairing mode has to short of a timer/timeout and doesn't give Windows enough time to establish a connections a lot of the time. DS4Windows is a program that is supposed to replace the Windows bluetooth driver to remedy this but I had no luck using this method, that was 3 or 4 year ago though.