Options -> Controls
First of all, make sure the top section there is configured correctly, i.e.
wheel / joystick is selected,
wheel turn,
wheel turn compensation, etc. set according to your preference (I recommend 900° or 720°, compensation 1.00, force 100),
throttle / brake axes set to separate... you get the idea.
Now click
Axes/FF, pretty much in the center of the screen both vertically and horizontally, in the row of small buttons. There you will find a list of axes on the right and a list of functions they can be assigned to on the left. Simply click a function (the label / name) and then the axis to assign to it