It's the  icon in the upper-left corner of the screen. It's near the top of the drop-down menu. It's near the center of the window. It's on the left side of the dialog box. The AirPods must be in the case and the lid closed.  It's a small, round button on the back of the AirPods case. Hold the button until the status light flashes white. It will appear in the "Devices" section on the right side of your Mac's Bluetooth dialog box. Your AirPods will now pair with your Mac. Check "Show Bluetooth in menu bar" at the bottom of the dialog box to enable a drop-down menu that will allow you to quickly switch your Mac's audio output to AirPods without going through "System Preferences."

Summary:
Click on the Apple menu. Click on System Preferences…. Click on Bluetooth. Click on Turn Bluetooth On. Hold the AirPods case near your Mac. Open the lid on the AirPods case. Press and hold the "Setup" button. Click on AirPods. Click on Pair.