Wired headphones are all well and good if you're using them with a smartphone or MP3 player you can carry around about your person, but can be extremely limiting if you're plugged into a device that's less easy to move. If you've had the foresight to invest in a pair of Bluetooth Sennheiser headphones, you'll be able to move freely while listening to music or any other audio content once you've hooked them up to your MacBook Pro.
Check that your MacBook Pro has Bluetooth. Go to "System Preferences" from the "Apple" menu and select "Bluetooth" from the "View" menu. You'll be good to go if Bluetooth preferences lists options for enabling Bluetooth. Alternatively, look for the Bluetooth icon in your laptop's menu bar. If your laptop doesn't have Bluetooth, you'll need to buy a Bluetooth dongle to get your headphones working.
Turn your headphones on. They're programmed to look for an audio source the first time they're powered up.
Click the "Bluetooth" icon in your MacBook's menu bar and select "Set up Bluetooth Device." Make sure your Bluetooth connection is turned on and discoverable. Your laptop and your headphones will then pair automatically. When prompted to enter a pass key, type "0000" into the answer field. Most Sennheiser wireless headphones use this as a default code. If you have problems pairing your devices, check your headphone's user guide for an alternative pass key.
Slip your headphones on and play audio content on your MacBook Pro. Be conscious of your laptop's volume level. You could damage your hearing if it's too high.
Your headphones will typically work up to a range of 10 metres (33 feet) from your audio source. Once you've paired your devices and entered a pass key on your MacBook, they will connect automatically whenever in range.