Does that game have vibrations in the settings options? if not than you can't have it. Certain PS2 games lacked vibration. Even a few of PS1 physical game I had to add vibrations in the setting on my PS3. Try unplugging usb, or turning off controller, than look at game settings.
PSN Qornut. Own Nintendo & Sony systems. A Strong Fighter is not One who Wins the Fight, But One who can Stands after Defeat.