If you take control of an enemy unit, do you also take control of the attached Gear?

No, when you take control of an enemy unit, you do not gain control of the attached gear.

According to RiftJudge FAQ #5310:

• Only the unit (the top-most card) changes control.
• The equipped gear remains attached to that unit, but the original owner retains control of the gear itself.
• While the gear remains attached, you (the new controller of the unit) benefit from the gear's effect text, but you cannot use its abilities (such as moving the gear to another unit), because you do not control the gear.

If the unit leaves the board (is recalled, banished, or dies), the gear will be recalled to the original owner's base during the cleanup step.