Check if you Mac has Bluetooth using any of the mentioned ways:
The first step is to ensure that your Mac desktop or laptop running Catalina is booted before you even turn on your Sony Wh-1000XM3 or other headphones.
You will have to find another way, like using cables to attach to it. However, if it does not support the Bluetooth function, you won’t connect to it. And if you don’t know how to check that, you will see instructions on how to turn on Bluetooth in Mac OS in a moment. Firstly make sure that the device you are running Mac on has Bluetooth capabilities.
