For generic gamepad such as this one the Vibration often doesn't work in Windows due to lack of the original driver. So many people have installed the below driver, then done a forced install to get the gamepad's vibration options. Do so with CAUTION.
Generic Speedlink Gamepad Driver
File: Setup-sl.exe
11550b733f6b11299363396ff25933f7ec9553bfe84fcadf9157e54918f4ae22