Unlike controllers, all keyboards and mouses are seen as one. This is because Windows and the game has no way to tell which keyboard and mouse belongs to who.
Some games (such as Overcooked) allow the use of different keys for each player (e.g. player 1 uses WASD, player 2 uses arrows), but you can only get as many separate keys as the game allows (for Overcooked, only 2 people can use the keyboard). Check the settings for your game to see if it allows for it. The rest of the players will need to use a controller.
If you don't have a controller, check how to emulate a controller using the keyboard.
Are you sure your game supports multiplayer? If yes, it's possible that you haven't enabled coop or properly configured your game. For example:
- In Enter the Gungeon, you'll have to talk to a purple character in the bottom-center section of the hub to enable it
- In A Hat in Time, you'll have to enable coop once you're in the game by pausing and enabling in the menu
If the controller of the people connected are not working properly regardless, follow this guide.
The player using the keyboard should start the game and join the save file first. The player on controller can then join as player 2 by pressing buttons.