Xbox and Playstation controllers work out of the box for me usually on steam and Heroic. Sometimes games try really hard to not recognize it but can usually made work.
Steam itself does a lot of heavy lifting when it comes to controllers. Steam supports Playstation, Xbox, and Switch controllers on its own, even when the OS doesn't.
Steam will usually hijack the built-in controller settings if you use the overlay and that's actually a good thing except for a few corner cases. The windows application does not really care what's on the other end because it's presented with a "proper" DirectInput controller.