The gyro is for aid in controlling the tail rotor. It automatically senses whent he heli starts to rotate around the main rotorshaft due to torqu and tries to keep it straight for you. (very important to have it while learning) Your tail rotor control can over-ride the gyro to allow you to turn the heli.
The pitch control is an aid in getting the most efficient use of the engine power. With fixed pitch, as you want to add lift, you just turn up the throttle setting, and the blades turn faster. With variable pitch, you mix the pitch control with the throttle for "collective" control, when you add pitch you also add throttle, to maintain or slightly increase rpm, adding much more lift to the rotor, in a more controlled manner.
Variable pitch also is required for some types of aerobatics, espcially inverted hover, which requires you to be able to reverse the main rotor pitch angle. (it'll be quite a while before you're ready to try that...)
Its probable that there's a variable pitch kit to adapt your heli when you are ready to work with the more complex setup.
If no other place... try
www.towerhobbies.com I know they carry the Futaba gyros.