You can now configure the Steam Controller from the desktop UI if you prefer, or even use the desktop UI overlay, but you do sacrifice some functionality. You also need to be using Big Picture mode for most of the advanced features to work properly, such as touch menus, controller HUD or action set labels.
The Steam Controller relies on the Steam overlay to detect the game you are playing and in turn, switch to the appropriate controller configuration. Here are some other assorted tips for learning to love your Steam Controller. It's a powerful device, but it takes patience and experience to make the most of its capabilities. That's it for our guided tour of how to use the Steam Controller's most important features.