It should have coonecting automatically when you first set up the 360.
Try factory resetting the remote.
Pressing and holding the TV and Rewind button for 10 seconds will factory reset the TV 360 remote. You could also try removing the batteries and put them back in.
Then to pair the 360 remote hold down the 'TV' button and '0' button together until the Standby button starts to flash.
If you need to pair the TV 360 remote with the TV to control volume, source or power then press Home > Settings > Audio & Video > Pair remote with devices > Press OK then Pair TV and follow the on screen instructions