Dualshock4s aren't 100% plug and play on PC. Steam has what's needed to interface with a DS4 so Steam games will generally work, but most games outside of Steam will require special software for it, such as DS4Windows. Generally, the way these things work is by tricking the computer into thinking you're using an Xbox controller, which is why when I look into my controller settings in FF14, it shows me Xbox controller button layouts (I also use a DS4)