Might be the Pro Micro yes, not all Arduinos are capable of emulating a joystick or keyboard out of the box. The Teensy (maybe it’s what you saw?) is also something to consider, it is compatible with the Arduino software but uses a more powerful microprocessor, so it has more pins and RAM and speed.
Electricity-wise, voltages will match. All these things are part of an “ecosystem” where things are made for the same type of voltages so no problems there. If it’s not 5v, it will be 3.3, LEDS have a range of values for which they work. The problem usually is not voltage but current, amperage: they draw all they can and will either burn them selves or damage your board. You limit the current they draw with the use of resistors.
I’m sure the info is exported otherwise things like Hellios wouldn’t work. The problem I see is reading that and sending it to your board, but I’m sure people have done this so they’ll be able to help you with that.