At the time of writing, only the beta Steam client supports DualSense, so you need to switch the Steam client to beta first. Click 'Steam' displayed in the upper left of the Steam client, and click ...
The PlayStation 3's DualShock 3 controller wasn't originally designed with the PC in mind. But who cares: We're gonna do it anyway. The DualShock 3 isn't quite as easy to use on PC as a modern Xbox ...