Make sure that your Grove bluetooth(as slave) can be found ,waiting for connection.Which pin of arduino do you use to connect Grove bluetooth ,it that Rx Tx(hardserial) ? If it does , open the serial monitor .
Use other bluetooth device connect to grove bluetooth. Example:a bluetooth device (use COM8) on your computer , use Bluetooth serial communication software choose COM8 and pair Grove bluetooth .
Send message … the message will show on arduino IDE serial monitor.