I try using a PS4 controller.
In the configure input menu, when I try inputting the controller's buttons, it all works perfectly... EXCEPT FOR THE JOYSTICKS OR THE DIRECTIONAL CROSS!
When I try to put Up: up button, I can stomp on the up directional button all I want, the game doesn't register anything!
Please,is there a fix to it?

Could it be that another function is assigned instead? Older games don't know how to ignore the analog shoulder triggers and think that's what you pressed during the configuration. So whenever you want to assign a game button, the value of the shoulder trigger is used instead.
In that case you would need a possibilitiy to deactivate those (like defining your gamepad in the control panel as 2 axis gamepad instead of 4 or more)..
Another option would be to use a software like Joy2Key and assign keyboard functions to your controller.