What components do I need to connect a phone to my device via Bluetooth?
Bluetooth is an active digital protocol over 2.4ghz rf. In order to communicate over it, you need the analog stage (antenna, rf amp circuitry, filtering) and you need the digital stage (protocol management frames, demodulation, low level profiles and communication). You could do a bluetooth setup from scratch, by investing a lot of time/money into hardware and software revision. It is not a trivial task.

A module is a prebuilt solution, with end user in mind.  Use a module.