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.
USB Vibration Gamepad Driver
File: HV-G69-Single USB Gamepad.exe
9633f28222499ee0916324a715523960bdd3c5167195744665d7c6f5a399d4e6
USB Vibration Joystick Driver
File: VL807USB Vibration Joystick(4a12k)3.60.exe
4f54ad1aa583fe061127cb71bdc000f460ff6a1c3595674660e5ba8b888be5d4