It certainly depends on the device. Several years ago I bought a Wii U Pro Controller before getting the actual console, so I'd planned to use it with my computer. On Windows I had to install the Toshiba bluetooth stack (on a non-Toshiba computer, fighting to remove what I'd had before from Windows Update), manually add the HID for my bluetooth dongle to the driver, then run in "Test Mode" for it to let it work. Test Mode watermarked the corner and also warned me it would only work for 30 days. On GNU/Linux it really truly just worked out of the box. This is an extreme example, but it's one I will never forget. I believe in the Windows world it's common to make controllers pretend to be Xbox 360 controllers because those are supported well, while the kernel known as Linux has support for more obscure things like Wii Remotes and such.