MechWarrior automatically detects and responds to Xbox controllers.
Just plug your controller into your PC and the game will recognize it immediately. He just won't feel that way for a variety of reasons. On the one hand, the controller does not interact with the menus. He also doesn't control your character in the MechBay, at least not as he should (he tries to treat him like a mech, and since humans don't have a throttle, he won't budge).
Load up a mission and you will find that the controller is working there, despite the menu entries saying "none" for some actions. You can remap however you like, but the basic layout works quite well. You cannot map combination prompts, so you will still need your keyboard for some actions.
That said, controlling a robot with your gamepad is pretty straightforward - the left stick handles your throttle and legs, while the right stick affects your torso and aim. Both triggers and bumpers are assigned to weapon groups one through four, and the face buttons allow you to refocus your robot (A for torso on legs and B for legs under torso), zoom (X ) and the Y button allows you to cycle through groups of weapons. This works in tandem with the d-pad, where the weapons move up and down, and move left and right between different groups. Clicking the left joystick to activate your jump jets (if you have any) and clicking the right will cycle through the targets.
It should be noted that I have not been successful with direct input controllers.
This is how to use a controller in MechWarrior 5: Mercenaries. For more guides, be sure to keep an eye out for our guides page.