Connect and extract live raw data from bluetooth devices

I recently bought a bunch of bluetooth devices which includes fitness bands, thermometers, room temp. But I've seen that most of them don't appear in the mobile's discoverable list but connects directly to their respective app. I'm curious to know,

1. How they connect directly to the app and not appear in the discoverable list? How do they work?
2. How can I connect to these devices from my laptop?
3. How can I get raw live data from the devices?

I'm looking for answers in any programming languages(node, java, python, android studio, etc). I've no idea how to approach this problem. Any help will be appreciated.

Thanks