Open the main Steam window and head to Settings > Controller > General Controller Settings. If you plan on using your controller as a mouse for more than a few random clicks, though, you may want to enable full controller support on the desktop.
If you keep Steam running in the background, this will do in a pinch with no futzing necessary. Hold the Xbox button and press the right trigger to click, or left trigger to invoke a right-click. If you have an Xbox controller connected, for example, you can press and hold the Xbox button while moving the right stick to move the mouse. Steam enables some shortcuts called 'Chords'-combinations of buttons on your controller that map to certain functions on your PC. If you have Steam installed on your gaming PC, you already have desktop controller support built-in.
