Sony WH-1000XM4 Headphone

[meddyliol]

I have a Sony WH-1000XM4 Headphone which is excellent for me. However, I am really confused about how to connect it to my iPhone, iPad and MacBook. I really do not understand how it works. Can I ONLY connect to two different items i.e. any combination of what I have? What if I want to connect to a different item? At the moment I cannot connect to anything. nothing seems to 'see' the headphone. I really do not want to buy another headphone as this one really suits me (when I can get a connection to something). Sorry if all of this is confusing but I would really appreciate some help. When I bought it I didn't realize I could only connect to two devices.

Thanks

Brian