Doubleclicking it should show a controller-specific configuration with things like volume or ASIO settings. If success, you should also have an icon on the windows traybar for the controller. That should appear in the Device Administration window (right click on windows logo and look for it on the popup menu)
Once the driver is installed, you should have a working ASIO audio driver, and a MIDI driver (there’s also a Bulk driver, but the Windows build of Mixxx doesn’t use it). In case you didn’t, Install the driver from the website instead of whatever is supplied with it. I don’t own that model, but I have a DJ Console 4-Mx and use it on Windows 10.