Make sure you connect the controller to your computer by using bluetooth or usb-cable.

Connecting from PC:
settings -> devices -> bluetooth & other devices
Bluetooth: Pair controller by clicking "Add Bluetooth or other device"
USB: look under "Other devices" for your device

(The only way i know how to do this).

Open steam and go into big picture mode (a button at top right corner).
Go to your settings (gear icon in top right corner) -> Controller -> Controller Settings

If your controller don't pop up under "Detected Controllers" try "Add a Steam Controller".
When you see your controller click on the checkbox for "Generic Gamepad Configuration Support"
and the Configuration Support for your controller:

PS4: PS4 config.
Xbox: Xbox config.
Switch Pro:Xbox config.
8BitDo: PS4 config.
???: Try checkboxing both

I don't think it would hurt to have them both checked.

Try if the controller works. If this worked, enjoy the game.
If it didn't work or the mapping on the controller is wrong, please continue to step three.

Search for x360ce on Google, or click on link -> HERE[www.x360ce.com]
Click on download for 32- or 64-bit (i'd recommend the last one).

Make sure you extract the zip-file into a folder.
Here you'll find the application with a controller icon, open it.

This program only remaps the controllers for you.
Click every button on your controller and map your controller as pleased.
Go to "Game settings" inside X360ce app (tab nr.6) and add the steam app.