Sony Xperia X no device connection in settings

[Customerx11]

Hi, have been trying to get a PS4 dual shock controller to work with an otg cable. Everywhere online says should work when plugged in, doesn't. Or they say goto settings / device connection/ dual shock controller. 

All's well and good but don't have this option in settings??? Don't understand?? 

[Strampke]

Goto settings, type 'dual' in the search bar.

If it's there it will get you there.