For trim controls to work, you must not be in auto-pilot mode. You must not have combat trim enabled.
For planes which do have trim for any given axis, there is a corresponding guage in the cockpit showing the trim. I just checked with my X52, in a P38L, and all the trim functions do appear to work.
Now, if you are not using the Saitek control manager software, but have it installed, remove it. That software will do things to the control settings, even if you only install it.