You can toggle "Use Nintendo Button Layout" depending on whether you prefer the A/B/X/Y buttons to be mapped as they are on the Pro Controller (clockwise X, A, B, Y from the top), or as they're mapped on an Xbox controller (clockwise Y, B, A, X from the top). If the Pro Controller is connected, the mouse cursor should disappear and you should be able to navigate Big Picture with the gamepad.
Click "Switch Pro Configuration Support.".Click General Controller Settings, which opens a full-screen, Big Picture window.If Steam doesn't open automatically into Big Picture when you connect the Pro Controller, open Steam and enter the Settings menu.To make sure everything works as it should between the Pro Controller and your PC game, you should use Steam's Big Picture mode, the couch-friendly lean-back menu system that works well with a gamepad. The Pro Controller should show up on the list of available devices (if it doesn't, make sure the indicator lights are still flashing back and forth).