Well, one, you don't neeeeeed to use TARGET to use the Warthog, but it can unlock special features that you can't get otherwise (off-idle naturally).
Normally to use a controller in BMS you select your primary X-Y flight stick controller in the drop down menu in the BMS/F4 options then specify other axes from other controllers in the extra area that has range knob, antenna elevation, left brake, right brake, throttle, right throttle, etc.