You can connect your PlayStation 4 controller to your PC using a micro-USB cable or wirelessly via Bluetooth.
You can connect a PS4 controller using the micro-USB cable that comes with the device. But connecting a second one requires a different method.
The PS5 controller doesn't just work with the PS4, so you must pick up a Bluetooth adapter. This will usually come in the form of a USB device which needs to be plugged into the PS4. The adapter then ...