First thing first, make sure you have the latest version of x360ce. Then head on to run it after placing the executable next to the game.

Proceed to set up your controller as you usually do but the most important step in this game is this.
Head towards the [game settings] and pay attention to the red box there

This is the important setting which makes the game not recognize the controller's inputs.
The fix is to use the xinput 1.4. Press it, and if it allows you, untick 1.3. Otherwise just make sure to delete xinput1_3 in the folder afterwards.

This is exactly how it should look like.

Have fun playing with a controller and avoiding the horrible valve's big picture.