To check rudder/gyro directions.

Push the rudder stick to the right and look at the trailing edge (rear edge) of the tail rotor blades. They should go to the right also (to push the tail left). Look at the direction the servo has moved.

Put the gyro in rate mode and turn the heli anti clockwise (as viewed from above) the servo should move in the same direction as before.

By the way, the gyro should work indoors but reading your post suggests you are fairly new and have a glow helicopter. If you use this indoors you are asking for trouble. This is EXTREMELY dangerous, even for experienced heli pilots!

Good Luck!