Hello, one thing that is really bugging me about playing this is that there is no d-pad support. The joystick to move is horrible in old games like this. Feel like I'm walking on ice.
The game was made in RPG Maker 2003 which may not have native support for whatever gamepad you are using. Most gamepads should work fine. There’s nothing I can do about this.
Try adding the game in Steam and enabling Steam input for it. I was able to play both Theia Crimson Eclipse (RM2K3) and the PC Zelda 2 remake (Game Maker) with my DualShock 4.