This generic gamepad like many others won't have vibration unless you install the drivers.
Installation
Download drivers below save to your computer, then run this file as an Administrator. When you first run you will be given this notice (fig.1) which can be ignored if DirectX is up-to-date, if you are on an older system and you want to download DirectX 7 Offline Installer you can.
Follow the onscreen steps to install the driver.