There is usually a tab for that in config/option/etc. Might be in Pad, joystick, config, buttons or something like that.
From my limited experience:
1) click the box you would like to configure and then press the button you would like to associate with that control. (for example push A on your 360 pad for the B button on the SNES controller or RB for the right shoulder button).
2) there will be a button that says configure that asks you to go through every button and assign them all in a single flowing series of inputs.
Generally, it's hard to use analog sticks with consoles that have never supported them (sorry GBA and SNES) so stick to DPAD or buttons for that, for the same reason try not to use the triggers because it's near impossible to set a dead zone on them (though it is rare to have flimsy triggers in a 360 controller, having owned 8 of them)