If you’re using a Mac, that’s right, controllers do not work at all on Mac right now. That’s covered in the July update under “known bugs”: http://www.fantasystrike.com/blog/2018/game-update-july-2018
This outrageous problem is because the Unity engine itself introduced this bug (it’s not something in our particular game, any game using that latest Unity version also has the problem). Frankly, I’m shocked that Unity didn’t immediately release an emergency fix the following day or something. That issue can’t be fixed by developers like us, it can only be fixed by Unity. Finally, after about a month, they did fix it. So we will incorporate that fix into our next update, later this month.
On the other hand, if you’re using Windows, Dual Shock 4 controllers should work really well. No drivers are necessary (no need for joy2key, no need for DS4Windows, etc). Just plugging them in should have the operating system recognize the controller, then Fantasy Strike should detect it too if you hold two buttons on the main menu to set it up. If that does not work, I have no idea why not. A common reason for things to go wrong on Windows computers is, ironically, having some sort of virus protection active. Try turning that off and see if it helps. It might be blocking some Steam functionality for no good reason.