Micro:bit can act as a Bluetooth Low Energy Peripheral (using SoftDevice S113). But the nRF51822 and nRF52833 SoC, which Micro:bits v1 and v2 are based on, should also support BLE Central role (using SoftDevice S130) and be able to scan for BLE devices and connect to their GATT services. However, I cannot find any documentation, so how to use it?
One way to use Micro:bit as a BLE client is to use the Espriuno NRF Class containing the NRF.findDevices() method.
Another way is to use TinyGo Bluetooth package (only for Micro:bit v2).
A low level way is to use Arduino Core for nRF5 based boards. You can read the guide on Adafruit or TomoSoft website.