Hey! So in Dolphin, you'll go in to controller settings and at the bottom, select "continuous scanning".
To pair your wiimote to your PC, make sure your PC is Bluetooth compatible, open Dolphin and hold the 1 and 2 buttons at the same time on the wiimote. After about 10 seconds, it will vibrate and light up on the bottom.
As far as the sensor goes, I just use a cheap USB one from Amazon.
Aokin USB Sensor Bar for Wii,... https://www.amazon.com/dp/B08ZL1GHPR?ref=ppx_pop_mob_ap_share
Hope this helps, let me know if you have any other questions.