Ok, so let's get more specific:
First, I assume that you're developing your software and running Cafu under Windows. If you're using Linux instead, please let me know.
Under Windows, Cafu uses the normal WIN32 API in order to receive mouse and keyboard events that it forwards to the appropriate program parts. For example, moving the mouse left triggers the related OS mouse events that we use either to move a mouse pointer image if a GUI is active, or to rotate the players view so that he or she can look around if we're in the game.
This approach is “complete” from the perspective of the Cafu code (and Windows code), except that it is lacking support for “advanced” input devices, such as joysticks. Support for such devices is the realm of DirectX, or - more portably - the
SDL library. That is, before joysticks can be used with Cafu, the current event handling code had to augmented by DirectX or SDL first. (But note that besides the fact that joysticks require another program library, principally they're really completely alike to keyboards and mice: They're all input devices that triggers events when the user does something, that's really all there is.)
The next step would be to physically assemble the cockpit of your air, water or land vehicle. This step is totally unrelated to the Cafu Engine itself, but you'd probably purchase cheap keyboards, mice and joysticks that you can physically modify, or somehow else tune or twist or build into more appropriate, “original“ cockpit switches and controls.
Once complete, you have a cockpit that looks as you desire, but (invisible to the user) uses conventional input hardware under the hood.
For the perspective of the Cafu Engine, the input devices look like and other input devices look as well -- Cafu will never know if your users are sitting in a full-featured and fully styled cockpit or if they're using plain old PC hardware.
So far, this is how I understood your question. I believe that you probably only have trouble with one or a few of these steps, not with all of them. But as I'm unsure which is which, I hope that my above summary covers your issue?