Make sure you select "Joystick" as connection method when you plug in in (not "Mass storage").
What operating system are you running it on?
Do you get any movement of the little circles as you go through the Calibrate Controller procedure in Freerider?
There was an automatic Windows 10 update that rolled out some time ago that broke the USB drivers. Not sure if that affects you, but you can find more information here.
Also, there is some general tips in the user manual that you can check out.