How do I connect my Xbox 360 controller to my 2.4Ghz wireless gaming receiver if it doesn't have a connect button?
It does not matter whatever the "receiver" questioner uses, unless it's official USB dongle which is now EoL.
Xbox 360 controller does not have Bluetooth connectivity or any of the normal connectivity, instead it uses proprietary RF(radio frequency) interface. Bluetooth connectivity is only available for Xbox One controller and newer.
Just in case, some sources:
And just in case if questioner is using official USB dongle: