to play with a Windows controller,
in the Configuration/ folder, modify the file with NotePad : Default.fs-uae as follows:
[fs-uae]
amiga_model = A4000/040
fast_memory = 8192
hard_drive_0 = Scorpion
fullscreen = 0
immediate_blits = 1
floppy_drive_count = 0
zoom = auto
axis_0_neg = left
axis_0_pos = right
axis_1_neg = up
axis_1_pos = down
joystick_0_button_0 = action_joy_1_fire_button
joystick_0_button_1 = action_joy_1_2nd_button
joystick_0_button_2 = action_joy_1_3rd_button
I hope this helps, thank's