If you just bought the X525 4 axis Quad Copter as a frame with no electronics, then you need to do a lot of research on how a quadcopter works.
Do you have any other experience with multirotors or and RC aircraft.
Spend a bit of time looking through the multirotor forum on here.
This post should be in there as well, not in Simulators where you put it.
I will move it for you.
Ask lots of questions in there, and you will learn a lot.
To answer your question, yes you need a "gyro" its called a Flight control board.