PS crosswind flying with a gyro uses exactly the same techniques and skills as flying a plane without a gyro. Using "rate" mode, you do not alter any flying techniques at all with or without crosswinds.
What a well set-up gyro system will do for you is reduce the overshooting upsets, oscillations, wing rocks, dutch rolls, pitch overshoots, PIO's, etc. Those tend to be more present in windy conditions. The gyro will be working hard for you in those conditions to make the plane "appear" like it's flying in calmer winds than it is. Ground speed visual perspective vs real air speed visual illusions not withstanding. Also, down drafts, up drafts and other heavy wind effects will still greatly effect your models relative distance form the ground and will still present hazards to flight so respect the limits of your own skills and the limits of the airframe in winds. In other words it changes nothing for what's required of our pilot skills but makes everything "look way better" and makes the model much less touchy to correct for in order for you to have more mental capacity to accurately manage flight path control and energy management. Your plane flies like it's bigger and is more enjoyable to fly and watch fly.