Before you can configure your controls a game must be loaded first. you will then navigate to the menu entry Game - Configure Controls...
to change the key assigned to an action, double click the row you want to change then press a button or key you want to assign for that action. When you are done click close and your settings will be saved.
Racing wheel setup
If you want to set up the controls for a steering wheel, check all 3 “Steering” “Accelerate” and “Brake” boxes in the emulator’s control configuration menu. Double click each of them and enter their properties to ensure that the correct function in the drop down box matches the corresponding control you have entered. You may also need to ensure that you check “invert” for the “accelerate” and “brake” pedals when configuring them too otherwise they may not function correctly.