You have to enable joystick for mame. (Probably the same with mamewah if you want to use the GPwiz in the FE, but I don't use it.)
This is a FAQ in the
mame FAQ. It's probably the first bullet: just go into mame.ini, and set "joystick 1". (If you don't have mame.ini file, use the command mame -cc to make one.) If that is the only joystick type device, you'll be good to go. If you have other joysticks also plugged in, your GPwiz
might be the second (or higher) joystick, and controlling player 2 (or higher) with mame's default input mapping; this is the forth bullet in the above linked FAQ. If this is the case, remap (also in the
mame FAQ).