My gamepad is not recognized.
I also tried with x360ce,
The gamepad doesn't react and I couldn't remap it in the 'Config'.
The game is played with Win 7 (64Bit)

Do I have to use mouse and keyboard?

i got it working with an xbox 360 controller without issues. what controller did you try?

I have a windows-standard gamecontroller named "Final Fantasy IVX Online Controller".
Its propperly working with Neptunia-Games 1-3 and other games.
I also tried with the Xbox-controller-simulator x360ce.

Beware, there may be a bug which has swapped A and B buttons on the pad.
You can correct it in the Config window, if you use one instead of the other to remap this.

I bought an Xbox controller and now it is working fine.

Consider using XOutput if you can't buy an Xbox controller. Very handy utility that makes your controller pretend to be an Xbox one.