The difficult part is rpi zero w don't have lan or usb-a port. It's impossible to setup bluetooth game pad without ssh and vice versa.
- Flash memory card follow this document
- ssh setup
mount /dev/sda1 tmp
vim tmp/cmdline.txt
# boot=/dev/mmcblk0p1 disk=/dev/mmcblk0p2 quiet vt.global_cursor_default=0 loglevel=2