... and it seem to be a complete mess to me, I've given up on it for now.
And I thought I was alone with this feeling

On what platform do you want to use the wheel? Usage information for JInput can be found in the sticky thread of the JInput forum. Just connect your wheel and run some sample apps. I have written such an application some time ago (JInputTester). But it needs a little cleanup now to work out of the box.
Maybe I get the JNLP working again ... this would allow you to test your wheel very quickly... I post again when I am ready with it.