Note: If you are using a GameCube Controller, the left trigger and left bumper are combined, and so are the right trigger and right bumper. The following will be a mixture of right stick up/down, right stick left/right, left trigger, and right trigger. You'll generally test both left stick axes on the first screen. Follow the on screen instructions, ensuring that you're trying the correct analog axis on each step. On the Settings tab, first click Reset to default then click on Calibrate.
You may want to try to uninstall your controller driver in that case to try to get the default Windows controller UI. If so you may not be able to properly calibrate your controller. If there is not a Settings tab then your controller's driver may use its own UI here. If it doesn't look like your control stick is reaching the edge of the testing square, switch to the Settings tab. If you don't see any movement, click Cancel and try going to the properties of another controller. Move your control stick to ensure you're on the right controller.
Choose your controller and press Properties. Click on it to launch the Windows controller configuration tool. Set up USB game controllers should appear and be highlighted. Press the ⊞ Win key to open the start menu, and type USB Controller. On Windows you'll want to ensure your controller is properly calibrated. This is an important step to get your controller to work properly.