Yep, I don't recall how I found this, but it's pure gold for getting this all going.
Here's probably the best guide online that I've found.
Also - you want to run the GIMX app as an administrator (right click and run as Administrator). No one tells you this, and it caused me to waste a ton of time. But once I did that, I was all set.
And, the first time you use the Hori controller, you push the PS button on it and the PS5 will ask which account you're using it under. You'll use your main controller to select your primary account.
Once you map all your buttons in the GIMX Config app, you should be all set. Once you set this all up the first time, you'll realize how easy it all is. But it's not intuitive when going into it the first time.