See figure 26 or 27 of the datasheet for the external components you should connect and where. Then hook up MOSI, MISO, SCK, and SS/CS to the corresponding pins on the Arduino (See: Help->Reference->Library Reference->SPI)
Tables 9 and 10 show the 4-byte commands and 4-byte responses. As you send a 4-byte command, using the SPI.transaction() function four times, the result of the PREVIOUS command will come in as the results of those four calls to SPI.transaction().
Registers 0 and 1 each contain 8 bits of data. Together they provide the current rate of rotation in (degrees per second * 80). Divide the value by 80 to get Degrees per Second. Integrate over time to get Degrees.