Yes, windows detect it and install Drivers, but .. I can't verify if PSO detect controller, haven't this in Settings.
I did all what you said, but nothing work ...
For info, when i launch PSO, on Start Menu, i can push "A" touch on controller to access the main menu (where you can connect to game, leave etc ...) and "X" for back, that's all what can i do ...
On loading screen, with Star you can move, i can move it, but in game, nothing ...