This works with Windows 10 ONLY! anything else will not work, and you must be in a game that supports a controller for it to work.
Step 1: The Stuff
You will need a Xbox one controller, (duh,) a cord that will plug into both your controller and computer.
Step 2: Plug in the Plug
Now, plug the cord into both computer and controller.
Step 3: Success!
As you can see in the video, I am on Steam in big picture mode, and it works. It also works in Minecraft Windows 10 Edition.