You need to play the games that the casino has to offer (Blackjack, Slots and Roulette) until you are banned from gambling in the casino. You can be banned by winning too many games and getting too much money from the casino. During this process, you will be recieving three different prizes from the casino. Each prize will be given after you win a certain amount of money while gambling. These prizes are usually given by the Table Manager of the casino.
Detailed walkthrough
Before you manage to start gambling in the casino, you will need to re-open it. You can re-open it by disabling the security holograms and by activating the dealer holograms.
As you win the games the casino has to offer you will recieve the following rewards, collected from the casino cashier:
After earning 10,000+ chips, you will be banned from playing games in the Sierra Madre casino. You can still use it's other functions, like the bar , but you cannot gamble on it's tables anymore. This ban is permanent.
Notes
If the player breaks the house limit before getting any comp gifts (by getting a large win) they will not receive any comps they have missed.
Receiving a Complimentary voucher (worth 1000 chips) unlocks the means to redeem the vouchers at vending machines. This MUST be done if you want to be able to redeem the vouchers you'll receive at the Abandoned BoS Bunker upon completion of the DLC.