I've been trying to make a non DS PSX classic controller work with BBPSX aaaand to my surprise it did take a while . I've been trying some suggestions in the community posts but none of them worked , mainly talking about the steam general controller settings thing , since it didnt work the way it was supposed to because the PSX classic controller doesn't have any support in there.
So I found an easier solution which is just downloading AntiMicro (link : https://github.com/AntiMicro) ,  it's a program used to map keyboard buttons and mouse controls to a gamepad , so you can just bind anything from the keyboard and mouse to the controller/gamepad buttons.

(Side note : Y'all remember when I said this game isn't hard , the difficulty just got 10 times harder because I'm playing on a controller might just be me tho xd)