The remote that comes with the Shield is already pre-paired to the box, so you just take it out and it's set up. Same goes for the controller.
If you buy a new remote or new controller, there's a simple process to pair it to the Shield through the settings. That goes for non-NVIDIA Bluetooth devices as well.
Sorry but i don't see any options in settings to program the controller.
It did work right out of the box but now i can't turn on the Shield with the controller.