Mega 2560 and bluetooth

Hello,
as a newbie my first question in the forum.
I bought a JY-MCU modul and cross-connected it as recommended to Pin14(TX3) and Pin15(RX3).VCC and ground are correctly connected. I also connected my PC via USB.
Now I wish to test it with the following simple program:

void setup()
{
Serial.begin(9600); //pc
Serial3.begin(9600); //BT
}
void loop()
{
char ser_char;
if (Serial.available() >0){
Serial3.write(Serial.read());}
if (Serial3.available() >0){
ser_char = Serial3.read();
Serial.write(ser_char);
Serial3.write(ser_char); 
}
}

When sending anything by serial monitor nothing happens.
I assume, my main problem is the pairing I have to do first. How to do this?

I assume, my main problem is the pairing I have to do first.

That may be your main problem, but that code structure leaves a lot to be desired. Putting each { on a new line and each } on a new line and using Tools + Auto Format will make it orders of magnitude easier to understand that code.

Your Bluetooth module might not work with the Arduino serial monitor, because I have the same module (4 of them) and I know they don't. However there was one guy who says his module did work, and it looked just like mine but I doubt it was from the same company, so its up in the air.

If you pair it and it does work, Great, if it doesn't work, then try Putty.

Measureino:
I assume, my main problem is the pairing I have to do first. How to do this?

It probably is - presupposing you have a fast flashing red light on the module. All the work is done on the receiver. Click on the bluetooth tray icon and select "Add a Bluetooth Device". While think I understand your intention, you could simplify things and get a clearer result by

  1. Using a proper terminal programme, like RealTerm or Putty

  2. disconnecting the USB cable

  3. Using one serial channel on pins D0,D1.

This means that a programme previously used just to say hello to the serial monitor can be used for this exercise. You can also use it with the USB cable connected to the desktop and the bluetooth connected to a laptop at the same time.

Using a terminal is a good solution. Perhaps the following could help others:
COM6 is used for uploading sketches; SerialMonitor of Arduino can control those data.
COM40 is used of my extra bluetooth dongle on my PC; Data on this are shown by terminal program 'Teraterm'.
Pairing is correct6 as to be seen on the LED at my Arduino Mega BT-adapter.

void setup()
{
Serial.begin(9600); //pc
Serial3.begin(9600); //BT
}
void loop()
{
  char ser_char;

  // Are Data from PC available?
  //Take them and give them via BT
  if (Serial.available() >0)
    {
      Serial3.write(Serial.read());
    }

  //Are Data at BT available?
    if (Serial3.available() >0)
      { ser_char = Serial3.read();
        //write them to PC via USB
        Serial.write(ser_char);
       //Echo received Data
      Serial3.write("received:");
      Serial3.write(ser_char); //ECHO
     }
}  //end program

Data send from one terminal to the other seams to be correct.
But there remains one problem: I can't change settings of BT connection. The AT commands have no effect.
Any ideas?

Measureino:
I can't change settings of BT connection. The AT commands have no effect.

That might be an electrical issue. Check the data sheets. I believe a particular pin has to be held high in order to send AT commands.