I always called it an Xbox controler.
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If you mean the original Xbox controller, simply plug it into your Xbox. If you mean the Xbox 360 controller, check if it has enough battery, if not, get the charger and plug it into the controller, then into a USB port in the Xbox 360. If it does have enough battery, merely press the Xbox icon on the controller.
minstrels
if you get a adapter
It is the button on the top left, sometimes called the bumper, it above the left trigger
The left trigger and right trigger are the buttons at the top of the controller that you pull with you fingers