Unknown USB stick included with new PS3 controller?
It is probably a wireless connector to this controller. The controller from photos is some kind of 3rd party hardware, so it is possible that it can't connect with PS3 like the original Dual Shock. This stick is the receiver of the wireless signal from the controller. It will be work as good as other 3rd party wired controller, which is also working by plug the cable into the USB port in PS3.