The Steam controller is
not a normal gamepad, so unless you're running a game launched through Steam it's not emulating a DirectInput or XInput controller (which is what VoiceAttack, and most games, support).
There are apparently
ways around this; If you are unsure as to how to configure your controller correctly for use with non-Steam games and applications, you'll want to contact the manufacturer, Valve, for support on that matter (this is not VoiceAttack-specific).