Sorry, its been so long since I had to set mine up, I had to fire the game up to make sure what I'm saying is right.
Click on setup -> controls -> joystick -> select joystick.
On the left side is a window called "AH control". It has roll, pitch, throttle, rudder, etc. The middle window is joysticks. More correctly, its "controllers". Your mouse should be listed here. Your joystick. Your pedals probably arent, but the throttle should be (I think). I havent used a Pro Throttle, so I'm not sure. But if we can get everything else working, that can be worked out with someone who DOES know. click on Roll. in the middle window, select your joystick, and on the right select X axis. Click the "set input" button. Now do the same for pitch, except select the Y axis on the right. For rudders, select your stick again and select the Z axis. You have to hit the "Set Input" button each time you do a new axis. Throttle on mine is the Z rotation. It should be on yours also, but again I'm not sure with the Pro Throttle. Hat switch is obvious enough.