There should be software that came with your joystick, you can configure it with that. Also I think you have to select which profile (of the joystick) to use as you can have different ones for different games. At least that's how it is with mine, I have a Saitek Cyborg Evo.
I think there is an option in the options screen to enable a joystick. I seem to remember having to do that when I got JTL. Just open your options screen, both on the ground and in space, there might be different ones, and look at all the settings until you find it. Sorry I don't remember where exactly.