It is quite obvious that you can make a controller out of Lego Mindstorms, but I am curious as to how you can go about connecting this controller to your PC, and getting it to recognize it as controller input.
You will not be able to do this with the official LEGO firmware, but it will be possible with ev3dev or possibly another 3rd-party OS for EV3.
Search the web for "linux bluetooth hid emulation". There are plenty of examples. I haven't tried any of them, so I can't recommend any specific one here.
I can recommend using the python programming language with ev3dev though, as it is the easiest way to get started if you are not an experienced programmer. Searching for "linux bluetooth hid emulation gamepad python" turned up this python program, which looks promising.