Hello
To configure your steering wheel you have to set your desired values in the "Wheel" tab. "Test" tab is only to check if your wheel is working properly. Execute button from Test tab is only to test force feedback and it does not activate nor deactivate it. Force feedback support and other features are provided by the kernel driver.
PyLinuxWheel can set values as autocenter (resistance), gain, range, which are provided by the kernel driver and you don't have to install any driver as is included it by default.
new-lg4ff is a more advanced driver than the included in the kernel. Some windows games emulated with proton works better with new-lg4ff as it supports more force feedback effects. So new-lg4ff is a very good driver and better than default kernel driver, but it is not mandatory to install it to have support for your steering wheel.