The keyboard connects to your phone via Bluetooth, which is a wireless standard. No cables required, but a bit of patience.
Open the keyboard using the release button:

To switch on the keyboard, press and hold the power key for about 2 seconds.
The green indicator is shown for 1 second.
This indicator and the blue indicator blink fast until the keyboard is paired with your compatible phone.
Reset the keyboard’s Bluetooth settings by holding down the
and the
keys at the same time.
The blue and green lights above will begin to flash alternately.
Switch on the phone if it is off.
Enter the Bluetooth menu of your phone, and make sure that the Bluetooth feature is activated.
Switch on the keyboard. (See above)
Find the Wireless Keyboard application on the phone. It should be in the Office folder.

Start the Wireless Keyboard application, press Options, and select Find keyboards to set the phone to search for Bluetooth devices.

Select the keyboard from the list.
To pair the keyboard with your phone, you need to enter a Bluetooth passcode of your choice (1 to 9 digits) on the phone.
Enter the same passcode on your keyboard within 30 seconds, and press the Enter key on the keyboard.
You do not need to write down the passcode because you can use a different passcode if you need to pair the keyboard with your phone again. Note that to enter the digits of the Bluetooth passcode, you do not need to press the Fn key first.
If you are asked for a keyboard layout, select it from a list on your phone.
Wait until the name of the keyboard (SU-8W) is shown, its status changes to Connected, and the green indicator of your keyboard blinks slowly. If this is the case, the keyboard is connected to your phone and is ready for use.
If it’s not, you’ll have to go through the above process again. As I said, employ patience!
(Text drawn from Nokia SU-8W manual)
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