Tizoc789: If you did all that but controller input isn't recognized you may need to use dgvoodoo
this may sound strange but I find that using dgvoodoo will make the game responsive to Steam Controller settings, as it makes Steam and other software treat the game as a DX9+ game
Get dgvoodoo, Stable or WIP ver. and download it to your PC.
Extract the folder anywhere then copy the following files:
1- Copy dgvoodo.cpl and dgvoodoo.conf
2- Go to MS folder>x86>Copy all 4 dx files
Put these files into Cold Shadow's directory. Run dgvoodoo, but you won't need to change anything.
Once you've done that, assign controller settings via steam and when you run the game it SHOULD let you use your controller to play the game. At least that's what I amd oing now
EDIT3: It is best to play this windowed or if you can, set it to your screens' resolution then make it borderless windowed. The game can crash if you try to switch back to fullscreen or alt-tab.
EDIT4: Worse case scenario, run steam in big picture mode, go to settings>Controller settings>Desktop settings, and assign the game's buttons using this.
dgvoodoo will make steam controller config recognize it at least.
THIS WORKS. I was fretting for hours. Thanks.
Just copying dgvoodo.cpl and dgvoodo.conf into cold shadow's directory was enough, then use steaminput to map.