A
gyroscope is a device which, traditionally, is spinning and through gyroscopic effects will 'try' to remain in the same orientation when you twist and turn the frame it's sitting in. However, gyroscopic instruments in an aircraft are not free to spin around all its axes, and we have (usually) three different gyroscopic instruments, the artificial horizon (or attitude indicator), the directional gyro (or heading indicator) and turn indicator.
The gyroscope in the artificial horizon is positioned in such a way that it's able to counteract pitch and bank movement (but not yaw) which allows it to display the aircrafts attitude, it will not however show any turn information. It is possible to bank an airplane without turning (by using opposite rudder for example, putting it in a slip). The directional gyro will attempt to remain stationary in the horizontal plane, effectively making the plane turn around it, similar to a compass. The turn indicator is similarly positioned, but not allowed to move, instead the force it exerts is used to measure the rate of the turn. The turn indicator is less valuable in normal flight, but it is less susceptible to tumbling, and is often powered by a separate power source from the rest, making it vital in emergencies. The gyroscope in the turn indicator is sometimes positioned in such a way to be affected by the roll-movement as well, in which case it's called a turn-and-bank indicator. It does not, however, show the bank angle, only the initial change in bank angle has an effect and once that is stabilized it's only showing the yaw rate.
I say traditionally, because modern instruments do not use spinning gyros anymore, but use other techniques (for example
MEMS gyroscope or laser gyroscope) which are not prone to tumbling (nudge a spinning gyroscope enough, and it'll topple over or otherwise not remain upright, which is called tumbling)
