Stuck in bluetooth module HC-06
If I understand you are trying to send an AT command over the RF link - this is not how it works.

You need a wired connection to the TX/RX pins on the module, and send the AT commands this way (this is how you can send AT commands before pairing)

Here is an example schematic:



Here is a run through of connecting a HC06 to an Arduino nano.



EDIT- if you are not planning to connect using a microcontroller, then you will need a USB to RS232 cable (TTL level). You can get them with the connectors to fit the header on the modules like this one: