Yes, using Controller for Mobile Battle Royal Hits is a bit complicated. The official term of Tencent and Bluehole is that controllers and mobile gamepads are not officially supported by PUBG Mobile. On any device, Android- or iOS-based.
You can connect a controller and move around using the analog sticks. But it’s about it. So you will not be able to shoot or pick up items.
Note: If you are playing PUBG Mobile on an iOS device, then the method below will not work primarily as this writing because we all know that Apple products can be difficult.