We set the theta function
$$\theta(\tau)=\sum_{n\in\mathbb{Z}} e^{-\pi n^2\tau}=2w(\tau)+1.$$
Write the Gaussian $f(t)=e^{-\pi t^2}$ so that $f=\hat{f}$. We also write $h(x)=f(x\sqrt{\tau})$, so that we have the rescaled (ordinary, unitary) Fourier transform $\hat{h}(x)=\tau^{-1/2}\hat{f}(x\tau^{-1/2})$. Thus
$$\theta(\tau)=\sum_{n\in\mathbb{Z}} h(n)=\sum_{n}\hat{h}(n)=\sum_n \frac{1}{\sqrt{\tau}} \hat{f}\left(\frac{n}{\sqrt{\tau}}\right)=\frac{1}{\sqrt{\tau}}\theta\left(\frac{1}{\tau}\right),$$
by the Poisson summation formula applied to $h$.
The functional equation for the theta function is the canonical route to deriving the functional equation and analytic continuation of the Riemann zeta function. Viz.
$$\xi(s):=\pi^{-s/2}\Gamma(s/2)\zeta(s)=\sum_{n=1}^\infty \int_0^\infty \left(\frac{x}{\pi n^2}\right)^{s/2}e^{-x}\frac{dx}{x} $$ $$ = \int_0^\infty x^{s/2} \left(\sum_{n=1}^\infty e^{-\pi n^2}\right)\frac{dx}{x} =\int_0^\infty x^{s/2} \frac{\theta(x)-1}{2}\frac{dx}{x}
.$$
With the functional equation, we find that $\xi(s)+s^{-1}+(1-s)^{-1}$ is symmetrical under $s\mapsto 1-s$, whence we have $\xi(s)=\xi(1-s)$. (See these notes or these notes or this article for a little more.)