The Force Feedback Pro is not compatible under DOS (real mode).
Refer this topic: Microsoft Sidewinder 3D Pro and DOS compatibility

Being a Force Feedback Pro, it requires a power source in order to drive the "motors" inside the joystick.
I'm speaking only from experience with the Force Feedback Steering Wheel, but older models used an external power adaptor that plugged into the base of the joystick. So, it could be a problem related to the power source.

Some newer USB joystick versions could be driven by the 5v power supply via the USB port, but my USB steering wheel still requires a power adaptor.

Sidewinder game controller software version 4, to my knowledge, is only meant for the Force Feedback Steering Wheel.
Version 3.02 should work fine.

Windows 98's USB support is also much better than Windows 95's, if you have a USB joystick.

Haven't played with the Force Feedback Pro to know what the issue could be. Precision Pro sticks wouldn't be detected sometimes because of static buildup issues, but this sounds like a different problem. Maybe it is the sound card - an upgrade couldn't hurt.

DOS support you'll only get in a Win9x shell, unfortunately. WC3 should be good with the Thrustmaster patch.

I believe version 4.0 software is only for specific 2 series controllers that each particular disc came bundled with (Precision 2, Force Feedback 2, Wheel, etc), I'm not sure what kind of backward compatibility you would achieve anyway.

@firage
I already know that there are "motors" inside. What i didn't know is, that it's a pure digital joystick which won't works under DOS... i didn't expect that.

Also the software, as you mentioned: 'Sidewinder game controller software - version 3.02' is installed. But it gives the error message again, when i want to select the properties for setting all buttons, calibrating, test the force... again the message "no power". I don't understant, even i have plugged in the power cable (12V 1,3A) into the F(orce)F(eedback) Pro.

A test again (direct in Win95) with Wing Commander 3 shows, that the FF Pro works as a simple joystick. But further buttons or the thruster-wheel doesn't work. Maybe cause i am not able to select in the properties of microsoft's sidewinder drivers (3.02).

I have also searched in google, if there are any further issues with the FF Pro.
This site says, that the FF Pro "works only with Windows 95 compatible games". And also a "midi/joystick port ONLY" is required , no standard joystick port.
http://technotimes.tripod.com/forcefeedback.html

i have a installed avance ALS100+ soundcard, with gameport and MIDI in Win95, but this site makes me litte confused since there are Issues even with the avance chip:
https://support.microsoft.com/en-us/kb/294672

Edit:
Are there any further alternatives for DOS compatible joysticks except the thrustmaster?

The only Sidewinder joystick that is compatible under real mode DOS is the Sidewinder 3D Pro (refer this link: Logitech WingMan Extreme Digital 3D in DOS).

Unfortunately, it doesn't have Force Feedback and only functions as an analog joystick under DOS (with one or two exceptions). This also means that only the basic functions of the joystick are available (for example, the buttons on the base don't function under DOS).
What is nice is that it has a switch to choose between the Flightstick and Thrustmaster joysticks for backwards compatibility.

Force Feedback doesn't really matter under DOS, since there aren't any DOS titles that supports that function anyway.

EDIT: I forgot to add in my previous post. I recently experienced a problem with my Wi-fi router whereby, if I switched it off and back on, it wouldn't always come on.
After some trial and error, I discovered that it was actually the power adaptor (it wasn't giving though enough power to the router).
Once I replaced the power adaptor, the problem was resolved.

It's possible that your power adaptor might have become faulty and is only outputting perhaps 1 amp (or a lower voltage), while the device is trying to draw 1.2 amps and 12V.

Maybe just try a similar power adaptor on your joystick. Just make sure that the output voltage, polarity and amperes are correct on the other adaptor. The amperes can be more, but not less (the device will only draw so much power that it needs), but you must make sure that your polarity and voltage is correct according to the specifications of the device.

When you apply the Thrustmaster patch, you can enable four buttons and the hat switch on the Force Feedback Pro, which is as good as it gets with WC3. DOS games have limited support for functions like throttle wheels, hats, rudder axis, and buttons beyond 2-4.

Those mentions of specific requirements to gameports and MS's incompatibility with Avance does make it likely to be a problem with the card.

Force Feedback Pro is a great Win95 joystick. Sidewinder 3D Pro is a pretty nice one when it comes to pure DOS options. It's also digital, but can switch between TM and CH compatibility modes for DOS.

melbar wrote on 2016-04-30, 13:00:

I have a problem with my Force Feedback Pro joystick:

Under Win95, i've installed the sidewinder 3.0 drivers. After installing these drivers, the joystick will be seen in the system panel of this software as "Ok", and when i wanna go to properties,
for calibrate and other setting, a info box comes with the message: "The controller has no power. Please consider if the connection (power cable) is established." Without the power cable, the bottom yellow led is blinking, and with power cable connected it's constantly on.

I had the same problem with my MS SW Force Feedback Pro joystick, except the light was not blinking, it was green.
The joystick worked, and it self-centered. But the FF wouldn't work and the joystick settings (in windows) gave an error saying that the power is not connected and that i should connect it.
Socket A system - integrated soundcard - Win98SE - sidewinder software v3.02

I fixed it by going into the bios, and enabled MIDI on the gameport (i had previously disabled it), and set the address to 330 (..dunno if the address matters, but i thought i should mention it)