First; I believe there may be a setting in game about it for controllers.
Second; to use controller plug in controller then start pso
third; You have to set up the controller somewhat in game
Fourth A; if you would like you can use xpadder or keytojoy or any other similar program.
Fourth B; If none of these work you can do the dreadful map which is taking KeyToJoy or xPadder and individually giving the keys the value to controller from PsoBB it is a process
Here is a thread post of what you can do/use: