Welcome here!
IL-2 can be a bit special in setting up your controls, and chances are you need to do something special.
I'll try and talk you through it.
Start the game, go to 'Controls', then scroll all the way down to the 'HOTAS Control' section.
Now use the mouse to click on the right hand side of the screen, at the level of the control you want to assign, in the screen below it's the Aileron function. Click so a box appears.
Now move the stick to the right, so you have to move the Axis of the stick that you want to assign to Ailerons.
Do the same for Elevator, moving the stick forward.
And for rudder, if you have it on the stick that is, other wise, kick your rudder pedals.
Test it in game. In cockpit, use external view to see whether the surfaces move correctly...
If they move in the wrong direction - suppose the Aileron does - then go back to the controls, click on the Aileron part again, then move the stick the other direction (left in this case ie. my example / my instructions.) You should see the directional change in that a - appears in front, or disappears if it was...
Hope this helps!