@naughtjosh How did you connect the controller to the GPIOs ? Did you install any of the additional drivers needed for such setup - https://retropie.org.uk/docs/GPIO-Modules - ? Simply connecting a few wires to the GPIO pins is not enough.
Ideas that don't require any downloads?
Set-up your PI on a location where you have internet, just in case you'll need a driver to be downloaded or use your phone as a WiFi access point.