I put my own DS4 and works perfectly, the problem is that if you don't enable the configuration of controllers for dualshock on Steam it won't connect to any game and will work only with those that have standard configuration to Dualshock
Got it! Thanks! Its working great.
I played the tutorial mission yesterday with the mouse and keyboard and was able to use the DS4 today. Now I just need to figure out what all the buttons I learned on the keyboard are on the controller! LOL