My guess, the gamepad is being read as port 3, which often won't do anything in most games since they're 1 or 2-player. What you can do about this:
Open a game, and then open the RetroArch quick menu with P1 Select + X. Go to quick menu > controls > port 3 controls > mapped port change from "3" to "1". Close the menu with Select + X again and test your gamepad. If it works for P1 control, open up the menu one more time with Select + X and save a core remap file. You will have to repeat this once for each core/system.