I don't have that particular one, but all the racing games on GOG have some level of general controller support, and many specifically support various popular ones available at the time.

For Windows games, as long as the controller has drivers for the version of Windows you're using (and Windows itself can actually see it) everything should work just like back in the day.

For DOS games controller support is a bit trickier as you need to have DOSBox emulating the appropriate controller while also selecting it in the game itself. If the game doesn't support your controller you'd need to find whatever the closest match is and then deal with any limitations that entails.