Supposedly you can connect by holding down the Share and PS button on the Dual Shock 4 controller until the light bar double-blinks, and then selecting the controller under the Bluetooth settings of your phone. If wireless connection doesn't work, you can still connect it directly to the device via a USB cable. Unfortunately I can't test and verify if this works because I don't have a Dual Shock 4 controller.
There are other methods that work with a rooted device, but frankly I'm scared it'll make my phone explode or something.