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You can find information about how to set up a connection with a DUALSHOCK 3 wireless controller in the user guide:
http://userguide.sonymobile.com/referrer.php?region=gb&product=xperia-z1#Playing-games-on-a-TV-using...
And if you go to Settings > Xperia Connectivity > DUALSHOCK 3 wireless controller, you will also be guided.