I don’t know about toys, but a real helicopter has three primary controls: the collective, the cyclic, and the pedals.
The collective controls the pitch of the main rotor blades “collectively” causing the helicopter to rise and fall.
The cyclic controls the pitch of the blades “cyclicly,” i.e. push the cyclic forward and it increases the pitch of the blades more to the aft of the helicopter than the front; the result of this is that the helicopter will pitch forward and fly forward. Of course, you can pull the cyclic in any direction to change the pitch and direction of the helicopter.
The pedals control the pitch of the tail rotor blades, causing the helicopter to spin in place clockwise or counter-clockwise.
Using these three controls, you can fly in any direction: forward, backward, side to side, up, down, and point the front of the helicopter in the direction you want to go.
I assume your toy operates according to similar principles. But without the physical feedback you’d get by actually flying the aircraft on board (like driving a car by remote control), I imagine that would make it more difficult.