Interfacing Gyro with arduino
Self-test pin: Going by the description page of your breakout board, seems this pin would already be connected to a pull-down resistor, which thus disables the self-test feature. You don't need to change anything here.

Power-down pin: Must be driven to GND for the LPR550AL to operate. So put a solder-short or a wire between the Power-down pin and the Ground pin next to it. But alternatively, if for some reason, you want to use this pin to trigger the LPR550AL's Power-On versus Low-Power state on the fly, you can connect it to an Arduino pin (in your code, be sure to enable the internal pull-up, then write a LOW on it for LPR550AL Power-On operation).

Low-pass filters on outputs are for noise reduction. Your board, as designed, seems to already have them, so the board is ready to go. This is clearly described on the page that you listed in your question; please read such details on your original breakout board product page as well as the datasheet of LPR550AL before asking these questions!

VIN is your non-regulated input, and VDD is the regulated 3.3V that also powers the LPR550AL on the board.

Circuit: If, for whatever reason, you need a reference for setting up your own circuit (instead of using the breakout board), you can refer to this circuit diagram for the same board (source: bottom of [this Pololu webpage](http://www.pololu.com/catalog/product/1266
)). The circuit doesn't look too difficult, and the suggested capacitor and resistor values are fairly common ones.