Is there any way to play this Game with an xbox or ps4 Controller?

[Keine Ahnung]

I own the Game on Epic Games aswell an there all Controller s work even ps3 and xbox 360 why not on steam ?

[EA-SK8ER]

Heavy Rain has native support on Steam using Steam input. You can even use the Gyro on the PS4 controller just like the ps3 version did. It's all coded in. Make sure Steam input is enabled. That way you'll get native support and correct icons.