Connect the device to a USB port and wait for Windows to install a driver (you are on Windows, right?). Plug in a classic controller or nunchuck controller.
Type 'USB game' into the run box, and you will see something like "Set up USB game controllers".
Open that and it will show any joysticks connected to the system. It should show two controllers, click on the first and click properties.
You should be able to press buttons and have it show up. If nothing changes, plug the controller into the other port. If I remember right, the left port is joystick 1.