Mino,
I know some combinations of joystick, throttle, rudder pedals end up being listed separately in the the setup/joystick/select joystick window.
Check to see if they are listed separately. If they are then you have to assign the item to a input. Example: Rudder pedals are listed separatly, what you do then is highlight the rudder pedals, the "Z" axis as input on the right and then select the rudder on the AH Control list on the left. When all are highlighted then click on the Set Input button.
I don't have rudder pedals with the brake function on them but if you go to joystick mapping are you getting a button press highlighted when you press that function? If you are then all you have to do is find the right and left brake functions in the flight options, highlight one or the other, press the toe brake that corresponds with that side, then click on Set Button.
Hope this helps.