The Lumia 2520 has a host of different connectivity options, such as SkyDrive, NFC and Bluetooth.
If you want to use Bluetooth to receive content on the Lumia 2520, then you may consider and treat the Lumia 2520 as you would any other Windows machine supporting Bluetooth.
On the Lumia 2520, go to Desktop and right click (long tap) on the Bluetooth icon (located in the taskbar) and select 'Receive a File'. A popup window 'Waiting for a connection' should appear.
On the sending device you should be able to select the content you want to share, for example on a Lumia phone, open the content you want to share, for example an image from the Photos app and select from the options: share… > Bluetooth and select the Bluetooth name of your Lumia 2520.
Whilst the Bluetooth transfer is in progress, you should see on the Lumia 2520 a progress indicator. Once the Bluetooth transfer is complete, you will be asked where to save the file.