It's just sitting there in the top left. It isn't supposed to do that is it? It should at least try to change my monitor's resolution (and therefore cause a bluescreen but that's a simple enough issue to fix) shouldn't it?
I was also having an issue with getting the game to see my DS4, but that was solved by updating the Mapper software

Edit: Even just a simple "Yes that is how it is supposed to work" or "No that is not how it is supposed to work" would suffice.