First what you’ll need to do is Download this program to set up the drivers.
Follow all its instructions very carefully.
I, nor any of the creators are responsible for any drivers you may accidentally remove.
http://m4sv.com/page/wii-u-gcn-usb-driver

After you have downloaded the program and setup the controller, open Steam in Big Picture Mode, and locate A Hat in Time.


From here choose the Manage Game option, then under Steam Controller, choose Controller Options.


Make sure Use Steam Configuration for Non-Steam Controllers is checked.
Then choose Controller Configuration and map each button to your preferred layout.

Finally, start the game. You should be all set!
Note: The game will read it as an XBOX 360 controller, but it works just as intended.