The games you play should support a controller interface, most of them probably work with a keyboard and mouse and not exclusively with a controller.
There are generic gamepad-to-keyboard/mouse mappers, for Linux I know about antimicro, but the best solution is for the game to natively support a gamepad.

Oops just found it (here: opt/retropie/configs/all/emulators.cfg)

Sorry, topic closed!

@greenhawk84 you're absolutely right, apologies for the mistake. It's actually technically 4: The Revenge of Death Adder.

http://www.hardcoregaming101.net/golden-axe-revenge-of-death-adder/