You need to do at least two things before you can fly.
1) Calibrate the joysticks, so HeliSimRC knows where the center of travel is, and where the endpoints are. Otherwise, you will be all out of trim. When you calibrate, be sure you exercise ALL the controls you intend to use, including both axes of both sticks, all auxiliary channels, and all positions of all switches.
2) You need to set up the Joystick Mapping. Your controller delivers stick and switch positions to the computer. But HeliSimRC doesn't know which channels contain the information for which sticks! The Joystick Mapping command sets this up.
You may also want to configure a Reset and/or Pause switch on your transmitter.
To do so, select Joystick->Reset,Pause on the main menu.