The snes9x.cfg.txt file is the configuration file for Snes9x and should be named "snes9x.cfg" and placed beside the program on memory card or flash drive, otherwise it should be saved as "mc0:/SYS-CONF/snes9x.cfg" or "mc1:/SYS-CONF/snes9x.cfg".
The controls.txt file details how to define the input mapping for each axis/button on the controller, under the "Snes9x" section, "Pad#" subsection.
There's currently a problem with mapping the axes with the directional buttons. It might be a problem with just the axes. I haven't quite figured it out, yet.
To use the analog instead of directional buttons:
You can map the Up/Down/Left/Right buttons to anything, just not to Up/Down and Left/Right if an axis is mapped to it.
Up = "Joypad1 None";
Down = "Joypad1 None";
Right = "Joypad1 None";
Left = "Joypad1 None";
L_V = "Joypad1 Axis Up/Down T=50%";
L_H = "Joypad1 Axis Left/Right T=50%";
Turbo = Button is pressed repeatedly as it's held down
Sticky = Push button once and it's held down, push again to release
Toggle = Toggles the Turbo and Sticky status for the button for other mappings (I think)
"Joypad1 Turbo A"
"Joypad1 Sticky A"
"Joypad1 StickyTurbo A"
"Joypad1 ToggleTurbo A"
"Joypad1 ToggleTurboSticky A"
Here are the list of commands that can be mapped that's not included in controls.txt. I haven't tested these at all, so they might crash the emulator or not work at all.