To do this, you will need to connect your phone or other Bluetooth device to your speaker. Then, you will need to open the music app on your device and select the Bluetooth speaker as the output device. Once you have done this, you will be able to play music through your speaker while still being able to control the music from your phone.
It is important to note that some Bluetooth devices may not be able to connect to multiple devices at the same time. In this case, you will need to disconnect your phone from the speaker before you can connect it to another device.