I can't seem to play with my Ps4 controller, is it supposed to work?
something special I might have to do ?

I know this post is almost a year old now, but I've been having the same problem with my old Logitech Dual Action gamepad. Even using an emulator like x360ce didn't work for me.

What finally DID work was adding the game to my Steam library and creating a shortcut to it. This allows it to use Steam's controller support to play the game.

Just one possible solution in case others are having the same issue.