The gain or sensitivity in DSLR cameras is measured units called ISO equivalents. ISO was the way film speed was calculated so that consistent exposure calculations could be made with the available light. A higher ISO number meant more sensitivity, but also more film grain. In a DSLR the film grain is replaced by noise. For best results use the ISO setting that gets the best signal with the least noise. A good starting point for most cameras is ISO 800, although you may need to experiment for best results.
Some recent DSLR models have 14-bit A/D converters. As the bit depth of the electronics increase, and the pixel size of the sensor decreases, cameras will appear where the converter is able to digitize the full range of the imaging sensor output without requiring any gain adjustment. As this occurs the ISO setting may become obsolete, except perhaps as a way to tinker with the in-camera JPEG conversion.
The ISO sensitivity can be set through the sensitivity drop down on the Expose Tab of the camera control window. Capturing images at different sensitivities allows you to combine multiple images together to get an image that has a greater total dynamic range. For example a bright object like the Great Nebula in Orion may have very bright areas that will saturate portions of the chip when the faint details of the outer nebulosity are adequately captured, but show no detail in the outer nebulosity if the core is properly exposed. By exposing and combining images of differing ISO levels both bright areas and fait detail can be seen.