You should be able to select the gamepad control method by pressing Select then Start at the input selection screen. Select and Start are usable in all menus that let you make a choice.
Incidentally, depending on the emulator you use, you may be able to tweak settings to allow mouse clicks / screen touches to emulate lightgun zaps. That's what I do with the copy of FCEUX bundled in the zip file version of Gunhawk.