To use this adapter, just plug it into your PC and let the drivers install automatically. If your PC doesn't have Bluetooth capabilities and you don't want a long cable running between your PC and controller, though, it becomes quite attractive.
This Japanese version ― which by all means should work no matter where you are located ― costs about $60, making it the most expensive route. Unfortunately, it seems like the product has been discontinued, making it much harder to track down.
Sony has an official USB-A wireless adapter meant to bridge the gap between the DS4 controller and any PCs without Bluetooth capabilities. How to pair your PlayStation 4 controller with a wireless connection
