Hello,
What you do first is connect the controller, Run Openbor, choose game (if you have a list of them)
then go to options - control - controller 1 - using the keyboard, highlight the attack button & press enter, then press tha button you wish to use for attack, do the same procedure for special, jump, block, taunt, etc
BUT DO NOT map up down left right yet, exit the program completely, execute it again, using the keyboard plus your controller's attack button choose options, - controllers, control 1, highlight UP press attack & then map your D_pad's up (i don't know if the analogue is detected, I prefer D-pads) after that do the same for down , left & right, the keyboard should no longer respond, highlights should work now using your d-pad