If this doesn't work, you can always try my older method using DS4Tool 1.2.2 by clicking here.
Hi! This is my second tutorial. I'm making this one as someone said the DS4Tool version I was using was obsolete, so now I'm making kind of the same thing, but using the updated version DS4Windows.
Before starting you'll want to download these files:
DSWindows - J2K (v1.4.261)
Xbox 360 Controller for Windows (Not necessary, as you can install it along with DSW)
First extract DS4Windows on a folder. Once you did that, open DS4Updater.exe. This is just to check if your version is up to date, if it's not, update it, if it is, proceed to clicking 'Open DS4'.

A window with the profiles should pop up, if you wait a few seconds another window should pop up, press 'Install the DS4 Driver' and wait until it's finished installing. If you never used a 360 Controller or your computer, click 'If on Windows 7 or below, Install 360 Driver' and a website will open on your browser, download the driver and install it. A folder called 'Virtual Bus Driver' has been created, you can use ScpDriver.exe in case you ever want to uninstall the DS4 driver, you can delete the XBOX one manually.
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After you installed both drivers, plug in your DS4 or enable BlueTooth (instructions on the image above) and go to 'Controllers' tab. If it doesn't show, restart the software by opening DS4Windows.exe.

If you want, you can change the lightbar color, test the vibration/rumbling, etc. by creating a new profile, saving it and using it as your controller's configuration.

Now open your ePSXe version and re-configure your controls. As your DS4 is now emulating an XBOX 360 controller you will have to do this obligatorily (unless you configured ePSXe with an XBOX controller). It should look like this:

Now you can play with your DS4 on ePSXe! It works with any game. Hope this is useful for anybody