UPDATE: For your board, you need to use the "Arduino Mbed OS RP2040 Boards""Raspberry Pi Pico" which you can get from the boards manager. It includes the lower level libraries required for this one.
I don't think that ones the most commonly used one anymore, but it was back when I made this :(

UPDATE: If you want to skip the coding altogether I've made an configurator that does all the work for you at https://realrobots.net/configurator

I'm going to show you how to make your own HID gamepad / joystick using a Raspberry Pi Pico RP2040 in the Arduino IDE. C++ all the way, no Circuit Python here.

You'll need the following library from Realrobots (that's me!)
https://gitlab.com/realrobots/PicoGam...

Here is the final circuit
https://realrobots.net/img/youtube/ci...

and the RP2040 pinout which comes in handy since they printed the pin numbers on the wrong side of the board with these things.
https://realrobots.net/img/youtube/ra...

If you like stuff like this, buy me a coffee at
  / realrobots  

STL files for the gamepad (originally uses an ESP32 but the Pico will fit too)
https://www.thingiverse.com/thing:484...

0:00 Set up library
1:12 Open Code Example
2:09 Circuit Diagram
2:28 Connect Potentiometer
3:44 Connect Push Button
7:17 Connect Thumbstick