Unfortunately the steam controller doesn't really work with things outside of steam big picture mode. There are some workarounds to make it partially work and I am hoping that will change in the future because I love the controller. Outside of big picture mode you do still have mouse control so if its a mouse only style game you could use it.
So it arrived and it appears that it also functions as a keyboard and not just mouse, so I can move with the analog and use the buttons by mapping them to keyboard keys.
For most games that's enough, even more it's a little better because I also have control over the mouse and a builtin virtual keyboard, so I can pretty much do everything with one controlling device, the only downside I can think of is that you don't get to use the sensitivity of the analog, but that's a feature you don't always want or need to use.