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.
