Mad Max 2 / The Road Warrior Vehicles
Although the gyrocopter appears to be designed like a helicopter, and also behaves like one in the film, they actually require a runway for takeoffs and landings - they cannot ascend / descend vertically. A gyrocopter is basically just powered by your standard car engine, many of the Mad Max 2 era gyrocopters would have been using a VW engine or similar. Apart from the exotic paint job, there really isn't anything special or non-standard about the Mad Max 2 gyrocopter.
Note that the graphics on the tail fin and tanks of the gyrocopter are not actually air brushed on, as would more commonly be done to show cars and so on. The pictures have basically just been cut out of various men's magazines of the time, and stuck on! I'm sure if you were building a replica and did some "research" you could probably find the exact same pictures - someone did email me a link where you can find one of the pictures here (Karen Price, Miss January 1981), I've no idea where you might find the rest. (The picture at the link given matches the image on the tail fin shown at the top of this page).
Another item of interest with the gyrocopter is that it could actually only support the weight of one person. When you see the wide shot of Max and the Gyro Captain riding, only the pilot is real, the other body is just a lightweight dummy. Additionally, when you see the injured Max riding back on the gyrpocopter, he is actually hanging out the side of Byron Kennedy's helicopter, which was used for many of the gyrocopter POV (point of view) shots.
As with the Interceptor and the Mack truck, there were actually two gyrocopters on set for the film. When it came time for the gyrocopter crash sequence, you guessed it, they just dropped the dummy gyrocopter from a crane.
The primary gyrocopter, the one which actually flew, survived the film intact, and was sold at the post film auction, as happened with many of the vehicles and other items. Subsequently though over a number of years and repairs and so on (the new owners actually flew it), the gyrocopter eventually ceased to exist as had been seen in the film.
Note once more that the final photo shown above was actually taken from Byron's helicopter. They simply mounted the gyrocopter controls out the side of the helicopter, in front of the camera. There's no way the gyrocopter itself would have supported the weight of a pilot, camera man and camera gear.