In order to set up a wireless Xbox 360 controller on Windows 10 PC, you need to connect the Xbox 360 wireless gaming receiver to your computer. Then, download and install the Xbox gaming receiver software and connect the controller to your machine.
In the case of connecting the Wired Xbox 360 controller on Windows 10, plug the device into the USB 2.0 or USB 3.0 ports on the PC. Later on, Windows 10 will automatically detect, download, and install the correct drivers for your Xbox 360 controller. Once done, then you can play a game with your Xbox 360 controller.