You need a USB "joystick" controller - for Windows/games see your device as game controller.
Can bough a ready use:
BU0836A
Bu0836X
DSD 12
...
DIY:
Arduino PRO Micro/Teensy ($6 ~20) + MMjoy2 firmware (free), need flash firmware through USB cable.
A box (plastic, metal...)
Buttons, switches = ON-OFF, (ON)-OFF, (ON)-OFF-(ON), ON-OFF-ON.
Encoder - press a button turned clockwise, press another button turned counterclockwise.
Thumbstick - this device is a mini-joystick, so you need at least 2 analog axis in USB controller.
4+1 HAT - this is not available for bough ready to use*, the more easy to make one is using Alps SQKU switch
https://www.seeedstudio.com/ALPS-SKQU-4-direction-Joystick-w-Switch-p-161.htmlInconvenient - is very small (11x11mm). And you need 3D print the "HAT" cap, e.g.
https://www.shapeways.com/shops/debolestisOther Alps models:
http://www.alps.com/prod/info/E/HTML/MultiControl/Switch/Switch_list1.html*In fact in Digikey you find a APEM (ex-CH) 4 way only HAT like one used in
CH Products stick ~ $35.
Some read to use "button box".
http://www.derekspearedesigns.com/dsd-flight---flt1flt2.html