To setup your controller in Retroarch go to the Input Config window that you posted a screenshot of above and then User 1 Bind All, it should go through a bunch of prompts asking you what you want to bind things to.
To setup your controller in Retroarch go to the Input Config window that you posted a screenshot of above and then User 1 Bind All, it should go through a bunch of prompts asking you what you want to bind things to.