No native support exists. The PS4 Rock Band 4 guitar uses a proprietary Bluetooth protocol + USB dongle that Windows does not recognize as a standard HID/gamepad. You cannot "just plug it in."
Recommendation: Don't waste hours on flaky adapters. Sell the PS4 guitar, buy a PDP Riffmaster or used 360/PS3 kit with working adapter. You'll be playing in 10 minutes.