Pull the stick to the right like you want to shift into 6th gear. Then after pulling the stick to the right, push down the stick and pull it backwards (like you do when you shift into 6th gear).
If this doesn't work, your G25 is probably broken. I had the same problem. There is a little switch at the bottom of the stick with a little Printed Circuit Board. There are two connetions on this PCB. If one of these connections are interrupted, the reverse doesn't work anymore.
You could try to install the G25 driver onto a computer (if you have one) and try the G25 with the G25 control panel (software) to see if the reverse is still working.