Most PC games will default to the keyboard & mouse, because that's what they can be assured everyone will have. You often have to explicitly tell them you wish to use a gamepad ... as you do in this case.

At the menu, select Game Options. Select Controls. Scroll down to Controller. Hit left or right on your keyboard until it's says Gamepad (or something to that effect). That's it!

You may wish to select Set Up to configure the controls, while you're at it, but that part's up to you.