Your Keyboard is your controller.
It might be better to download Project64 instead. And if (perferably when) you get that, all you have to do is set which keys for which buttons, and you're set. PJ64 has controllers preinstalled, though i recommend N-Rage's controller --> http://members.chello.at/n-rage/dinput8/index.html and make sure you get the latest version.
and just google for project64