This seems to be a USB bluetooth dongle - if you want to plug it into an Arduino, you would need a USB OTG module for your arduino. I can't tell if it is really a bluetooth dongle - if you post a picture it might help.
If you want a pc with this module to connect to an arduino, you should check which services are available from your Bluetooth dongle using Windows.
An HC-05 module is probably good enough for the arduino side.
