Firstly make sure that your controller is plugged in and functioning correctly in Windows and that you have downloaded and installed the latest drivers for the device from the manufacturer's website.

You should also ensure that no schemes or profiles are running for your controller. If you are using a wheel with pedals, we recommend that you use the 'separate' axis
options for your pedals, rather than the 'combined' option. See your wheel/pedal documentation for further information on this.

Can you also check Steam's controller settings (Steam > Settings > Controller > General Controller settings) and make sure all boxes are un-ticked.

If you are using one of the supported controllers and press start on this controller when prompted at the welcome screen of the game, then it should be automatically configured. Otherwise do as follows...

A) From the game's main menu use your controller or the keyboard F3 / F4 keys to select "Options & Extras".
B) Now using your controller or the keyboard arrow keys select “Input”.
C) To choose the device you wish to change or configure, highlight it using the arrow keys and then press enter. To select this device to be your primary device, press F1 whilst it is highlighted.
D) If your device is not recognised you will be taken to the Advanced
Settings where you must choose the type of controller you are using
(e.g. steering wheel, joystick etc.) before configuring it.
E) You can define each control individually from the “Input Bindings” menu as follows...
1) Press Enter on the game action that you want to configure, and "Waiting..." will appear. This shows that the game is waiting for you to input the controller action that you want.
2) Perform the appropriate controller action (e.g. press the accelerator) and it will appear in place of "Waiting..."
3) Repeat the above steps for all the actions you want to set up.
4) When you're finished choose “Apply”.
5) Your profile should be saved and your controller should now work in the game. Choose “Back” to return to the previous menu.
F) You can select the controller’s force feedback or vibration options from the “Vibration and Feedback” menu. When finished, select “Apply” and then “Back” to return to the previous menu.
G) You can setup the way your controller responds from the “Advanced Settings” menu. Details of each option appear in the readme (C:\Program Files (x86)\Steam\steamapps\common\DiRT Rally 2.0\readme\). When finished, select “Apply” and then “Back” to return to the previous menu.
H) You can set the transmission options (if you have an H-Shifter and/or clutch for example) from the Game Settings > Assists menu.

Additional information on the controller setup in the game can be found on the following link...