The gyro is a clever little device that helps stabilizing the helicopter in the yawing plane. In my explanation of torque, I wrote that with the increase in power, torque also increases. With out a gyro you would have to compensate for the nose yaw by applying opposite rudder to prevent the nose of the helicopters to yaw under the extra torque generated. 

The gyro do all this work automatically for you. With increases or decrease in power, the gyro will sense the helicopters yaw and will immediately send out a signal to the rudder servo to correct for this unwanted yaw by increasing or decreasing the tail rotor thrust.

In electrical tail rotor motor systems, the gyro will increase or decrease the power to the tail rotor motor to correct for the unwanted yaw. You get different kinds of gyros. The smaller helicopters have a build in gyro on the helicopter receiver.

You also get the separate gyro that is normally located behind the main shaft on the helicopters tail boom. Most gyros sensitivity can be adjusted, but some of the smaller gyros doesn’t have that function. The gyro sensitivity will be adjusted accordingly to your flying skills. The higher the sensitivity of the gyro, the more the gyro wants to hold the helicopters heading in one direction. Higher sensitivity adjustments are recommended for beginners. 

As your flying skills improve, you can set the gyro sensitivity less for better flight performance. The gyro sensitivity during aerobatic flight is lower than during hover flight.