If it's an Xbox360 controller, it requires a wireless adapter specifically for Xbox360 controllers to PC. It costs about $25 on amazon.
If you don't want to go that route, you can buy controllers specifically for the PC. I have a Logitech f310 I got for $20, it works nice except for no rumble support.
If you are feeling really cheap, I know someone on eBay selling cheap chinese off brand controllers that have a Playstation design to them for $5 a controller. If you go this route, I recommend using Steam Big Picture mode to rebind the buttons to their proper places. Not the best of controllers, but hey, they are $5.
Up to you which route you take.
Even when the Xbox360 controller is plugged into the Xbox360, it's using wireless to connect to the controller.
Sorry if this advice doesn't help much. Feel free to not pay me, but please let me know if you use my advice :)