Connecting a bluetooth mouse in Windows should be a fairly easy and strait forward thing. Thing can get complicated fast when Windows is running on Macbook / Mac device or you previously tried reformat the Windows running on Macbook / Mac device. You may find that your bluetooth mouse no longer able to connect to Windows after that.
If you face the same problem like bluetooth mouse keep on connect and disconnect in Windows running on Macbook, try reset the NVRAM on Macbook. It basically remove and “forget” all connected devices, so you can connect them again. This will make MacOS running on the same device forget the all bluetooth device as well. You will need to manually connect all again.
You might want to turn off energy saving on bluetooth mouse in Windows 10 as well to prevent it keep on disconnecting the mouse. So much trouble to just get a bluetooth mouse working as usual.