Are you  converting it to a belt-drive or not?  If you're not doing a belt-drive and not going brushless, you need two separate brushed esc's.  I've never done this, before but hopefully someone can support what I'm saying...  Solder both esc'spositive "to battery" wires together on the same connector lead and do the same for the negative wires.  I'd use a Dean's Ultra connector.  Make sure to have some heat shrink tubing handy.  After that step, solder the brushed motor to the esc that you got for it (I'm unsure of what amp rating you need on that esc - more is always better/safer) and plug the esc's servo cable into ch 3 (throttle channel) on your futaba receiver.  Next, do the same for the tail rotor motor with its own esc and plug that esc's servo cable into your gyro.  Plug the gyro's servo cable into Ch4 (rudder) on your futaba receiver.  Your gyro should have a two-tipped servo cord.  The one with a metal connector plate in all three holes is the one that goes in Ch4; the other one would go to Ch5 only if you have a 6ch transmitter.  If you only have a 5ch transmitter, leave out that second lead from the gyro and skip Ch5.  Your Pitch servo should hook up to Ch6.  So, overall:

CH1:  Aileron Servo
CH2:  Elevator Servo
CH3:  Main Motor/Throttle ESC
CH4:  Gyro Lead with all three holes occupied
CH5:  Gyro Lead with only one hole occupied (optional)
CH6:  Pitch Servo

If you're installing a belt-drive, then you only need one esc for the brushless motor (you need brushless for belt-drive).  I'd go with a 25-30A brushless esc.  You'll need an extra servo for the tail rotor pitch.  The tail servo would plug into the gyro (instead of the tail esc - cuz you wouldn't have one).  Other than that I believe everything else would stay the same.

Anyway, sorry I don't have pictures or diagrams, but I hope this helps somewhat.  Again, I advise that you double-check the information I just supplied, because I came up with this from what I remember of my belt conversion of my axe cp, and that was a while back.  Maybe someone else will read this and approve, and if they don't they can point out any mistakes I've made (this is an invitation  lol).  Anyway, the point is, wait for a second opinion, at least.  Sorry for belaboring the point.