Connection methods
USB
Should be as simple as just plugging your controller with a good, working USB cable Windows should play a “device has been detected” sound when the controller is plugged in. Keep in mind that some USB cables can only be used for charging. If the cable does not support data transfer then it won’t be of use
Bluetooth.
Make sure your BT adapter has the minimum specs for your controller. The controller needs to be set into pairing mode to be added as a Bluetooth device through Windows’ settings. If a pin is asked try 0000. If a controller has already been previously paired and you can’t reconnect, try removing the device from Windows’ Bluetooth devices list and repairing them.

Sony DualShock 4 USB Wireless adapter
The official adapter from Sony supports only 1 controller, but allows the headphone jack to be used wirelessly for both audio and mic.

To pair a DualShock 4 to it, both must be set to pairing mode. For the Wireless Adapter, its main body must be slightly pressed towards the USB port (until a “click” is felt) then hold it down in this position for 3 seconds, with its LED flashing in a heartbeat pattern indicating that it’s in pairing mode . Set then DualShock 4 into pairing mode (check the previous section) and it should connect to the adapter.

Final Checks
Assuming everything is working as expected then DS4Windows should have no trouble detecting your controller, just make sure you haven’t accidentally stopped DS4Windows (in case you have, just press DS4Windows’ start button)

If for whatever reason DS4Windows is failing to detect your controller or you are not sure if it has been properly connected, check the Controller Detection troubleshoot page.