The gyro should be hooked to the rudder slot on the receiver. The function of the gyro is to keep the tail in line with the nose of the heli. I don't know whether or not that gyro is a HH gyro. If you notice on the receiver it should have a spot named RUD or something like that. The rudder servo lead will plug into the gyro and the gyro goes in that RUD slot. If you do get it hooked up correctly you will almost certainly have to adjust the gain in the TX or the gyro itself. I would take it to somebody that knows helis and have them assist you due to the fact that it sounds like you got this stuff used. If you aren't 100% sure what you are doing, there can be a lot of damage caused. Good luck and hope to hear that you are flying it soon.