It needs 5 volts, which is supplied by the analog breakout board.
Connect it to an analog input using a servo extension cable (usually called a "PWM cable" around these parts). The white signal wire goes to the hole next to the word "Rate", the red power wire goes to the center hole adjacent to it, and the black ground wire goes to the third hole at the corner of the board. You can also connect the "Temp" signal the same way to another analog input if you want to be able to calibrate the gyro response based on ambient temperature.
The 2009 Sensor Manual should tell you this explicitly, but it doesn't. (You should still read it; find it under
Section 8 - The Robot on the
Competition Manual and Related Documents page.)