Remote Control
To fly manually, you need remote control or RC. If you don't have one then you can use APIs to fly programmatically or use so-called Computer Vision mode to move around using keyboard.
RC Setup for Default Config
By default AirSim uses simple_flight as its flight controller which connects to RC via USB port to your computer.
You can either use XBox controller or FrSky Taranis X9D Plus. Note that XBox 360 controller is not precise enough and is not recommended if you wanted more real world experience. See FAQ below if things are not working.
Other Devices
AirSim can detect large variety of devices however devices other than above might need extra configuration. In future we will add ability to set this config through settings.json. For now, if things are not working then you might want to try workarounds such as x360ce or change code in SimJoystick.cpp file.