I'm hardly the expert, but as far as I know you must have the sticks on mapped mode for the programmed buttons to work, otherwise it acts as a regular stick.
Off Mode- I never use, guessing it turns off all buttons
Direct mode- causes buttons of the sticks to act like a non-programmable button, ie trigger is A1 button.
Mapped Mode- causes what ever you have mapped to operate as you have programmed it.
I have never tried to use any in-game functions, I'd recommend downloading the CH Control Manager from the CH site
here. After you have downloaded your current map, control panel should list the 3 sticks as 'CH Device 1, 2, 3'.