I decided to post this to get the most up-to-date info on this. I saw where you can use Bluetooth to get it to work wirelessly, which is what I want to do.
I did a bit of research and I'm still a bit lost.
I saw in the options where I can use a Dualshock 3 controller, which I have. But to do so you need to install libusb which I am struggling with to get. PCSX2 Dualshock 3 in native mode (lilypad & libusb). Libusb-win32 is a part of the USB library libusb 0.1 to the Microsoft Windows operating systems. Free download how to install libusb pcsx2 Files at Software Informer.