If they were, “are”, “of” and “and” likely wouldn’t be capitalized.

Also, “the actual grammar rules” are not a thing. There are lots of different style guides for how to capitalize titles, there’s no generally accepted “correct” version like there is for most of orthography or regular grammar (but almost all of them have in common to not capitalize the words I mentioned before)

and plug in the wireless dongle

Depending on your setup, not even that. It sounds like if your wifi hardware is good enough, you’ll be able to play over that as well, eliminating even the line of sight requirement between PC and headset

The original Steam controller worked without Steam running, even including some of the extra features like mouse and scrolling functions for the trackpads if you wanted it to. So here’s hoping