You have two options for SMS controller support. The first is to treat it as a classic DB9 controller, like Atari and Commodore, by following the guide here. The second is to treat it as a Genesis controller by following the guide here and uncommenting out MODE_SMS_ON_GENESIS instead of MODE_GENESIS. They are both equivalent it mostly matters if you want to reuse your cable for other systems.

The Paddle controller and Sports Pad are also supported.  For the Paddle controller you will need to follow the guide here, but use the MODE_SMS_PADDLE firmware.  For the Sports Pad you will need to follow the guide here, but use MODE_SMS_SPORTS_PAD firmware.