How does a helicopter rudder work?
In helicopter, the yaw control is usually obtained by adjusting the pitch of the tail rotor, that changes the 'thrust' produced by the tail rotor; this rotates the helicopter about its yaw axis.



Source: cfidarren.com

In case of helicopters without a tail rotor, the yaw control is obtained in different ways. The NOTAR used a method similar to the tail rotor, by varying the thrust. In case of tandem rotors (like Chinook) , the yaw control is obtained by differential lateral cyclic.



Source: tech-mp.com

The quadcopters obtain yaw control by adjsuting the speed of the rotors. In quadcopter, two rotors (say 1 and 3) rotate in one direction, while the other two (2 and 4) move in the other. By slowing down 1 and 3 while speeding up 2 and 4, you can make the quadicopter yaw to the left. The torque of 2 and 4 spinning to the right makes the body spin to the left. Conversely, by slowing down 2 and 4 while speeding up 1 and 3, the quadcopter yaws to the right.



Source: safaribooksonline.com

In case of coaxial helicopters like the Kamon Ka-25, the yaw control is obtained by varying the torques (i.e. by varying the pitch) of both the main rotors simultaneously in opposite direction.



Source: simhq.com

Coaxial helicopters (like Kamov Ka-25) do have movable rudders like aircraft for use in forward flight as it reduces the main rotor adjustment required and is more effective.



Ka-25 rudder, image from travelforaircraft.wordpress.com

The image below shows the control methods used in different types of helicopters.



Image from unicopter.com, credited to Rotary-Wing Aerodynamics.