you can use a gamepad in most games. it doesn't matter if it is launched from a gamelauncher. (like steam and origin)
Just plug in your controller and launch the game. in some games you have to choose that you want to use a gamepad. In some rare cases you actually have to remap all the keyboard controls to the gamepad controles manually.
you click the button on the receiver and click the small button on the upper back side of the controller. (right beside the charging port)
then the xbox ring on the controller should start spinning, and sooner or later it should be connected.