I also have a USB to PSX adapter. It is a different model, but I would presume (no guarantees though) that it uses the same circuitry. If this is the case, then I believe I have some compatible 2K/XP drivers for it, and Win7/10 do have built-in drivers. Once the drivers are installed, it should show up as a regular game controller in Control Panel.

I am currently away from home and won't be able to post the driver until later, but if you want to try to find it yourself in the meantime, search Google for "soyo kiky driver" as that is the model of adapter I use and that's how I originally found the driver. Otherwise I'll post my driver later.

Apparently my Windows 10 doesn't have built-in drivers for that, it shows up as unknown device.

The fact that Win10 isn't automatically detecting your adapter suggests it uses different internals than mine, which means most likely the driver I have won't work. However, here it is if you want to try it. I don't recall ever using it on Win9x but I know it works on XP.

Being an USB device, you can check the vendor and device ID to find your drivers. Can you post that data?

Hint: If your VID and PID are zero, your device is broken.

it's not even zero, or am I looking in the wrong menu ?

Yes, that was the right place. It seems that the device failed to respond to a request from your computer so the device is broken or something (USB host) don't work as intended.

If you know something about linux, you have other options:
- Run lsusb before and after you connect the device (so you can compare the command output). If linux detect the device (and list the IDs), maybe your windows installation is faulty.
- Even if your device is not detected, you can run dmesg. If the device is broken, the last lines will show some information (how it failed). Not very useful, because that will only confirm that your device has died.

I have no idea how that command works in linux

It shows a list of addressable devices on the USB bus with vendor and device ids.