The gyroscope measures angular rate using the Coriolis Effect. When a mass is moving in a particular direction with a particular velocity and when an external angular rate will be applied as show with the green arrow a force will occur, as show with the blue red arrow, which will cause perpendicular displacement of the mass. So similar to the accelerometer, this displacement will cause change in capacitance which will be measured, processed and it will correspond to a particular angular rate.
The micro structure of the gyroscope looks something like this. A mass that is constantly moving, or oscillating, and when the external angular rate will be applied a flexible part of the mass would move and make the perpendicular displacement.