Go to the application that you would normally use to read the file you want to share (for instance Gallery for images or Files for any type of file), press the share button and then Bluetooth.
The list of nearby devices connected in Bluetooth® will be displayed as well as the one already paired with your device. If the device you want to connect is not in the list, make sure it is visible and that Bluetooth is on.
Bluetooth® needs to be activated on both devices (transmitter and receiver) to make it work.
Once you've selected the receiver device, confirm the reception on the recieving device, a notification request would be displayed at the start of the transfer.
You can of course receive files via Bluetooth® on your device, the procedure being the same.
You will need to make your device visible in (or) Settings > Wireless & networks > Bluetooth if it has never been paired to the transmitter device before and confirm the reception of the file when the notification is displayed in the notifications bar.