This post has a list of what the switches will do on an Interlink DX controller.
I don't believe there was a problem downloading from Steam, or there would be a lot more wrong with the program. If you've been able to do training flights then I would think the controller is working properly. You could try calibrating the controller in RealFlight if you really think there's a control problem.
You don't mention how much experience you have in RC flight. If you're literally just starting out, then it could just be a misunderstanding about how the controls work. In a nutshell, the "normal" controls on an RC plane work such that moving the aileron, rudder, or elevator stick calls for a change in attitude in that direction, and centering the stick centers the control surface to keep moving in the current attitude. SAFE self-level is quite different, where you're literally steering the entire time. In SAFE self-level/Beginner Mode, moving the stick calls for a change in attitude, but only while you hold it there. When you center the stick, the plane returns to a centered/level flying attitude.
The Piper Cub (and most other planes in RF) do not have SAFE, and will fly the "normal" way. Anything in RF with the HobbyZone brand will be a SAFE three-mode (Beginner/Intermediate/Experienced) trainer. Many of the E-Flite models will have "SAFE Select", which was two modes SAFE On and SAFE Off. SAFE On is similar to Beginner Mode with self-level but with bigger bank angle limits to give you a bit more range of movement of the plane.
