Hi AdelKh, 

Thank you for reaching Microsoft Community. 

When pairing your Marshal III headphones, is the LED on the headphones blinking dark blue? If not, try to push and hold the Control Knob of the headphones until the LED blinks then on the Surface, open Windows Settings > Devices. Select Add Bluetooth or other devices then select Bluetooth. The headphones should appear on the list of available devices, select it once it appears. The LED on the headphones will turn off when pairing is complete. 

If still the Surface does not find the headphones, do you have other Bluetooth devices or accessories like mouse or keyboard that we could try pairing with the Surface? If yes, try to connect them with the Surface and see if the same issue happens.