Gyro Erection System
Gyroscopes have two types of motion.

The gyroscope spins within its housing (usually at a pretty high speed).
The housing can change attitude within some limits.  

The vanes aren't part of spinning gyroscope, but they are part of the housing (which can shift/rotate with respect to the airframe).  The vanes create a torque to change the attitude of the housing.

There is a youtube video with some animations that try to show this effect.