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Now maybe I'm just being dumb, but how am I supposed to use these? I thought every sprite would just be a separate file, not all grouped together like this

I could try cropping them but my cropping skills are terrible so that would probably not look great

If your program has the ability to use Sprite Sheets I'd recommend using them that way, as it does come with spritesheets for each gamepad type. Otherwise, cropping isn't too hard for pixel art, just open it up in your preferred art program and select the whole button.