XDA or MDA?
I can't help with an XDA specifically but what follows probably works the same. If this question is about your MDA, then you'll need to open whatever software you're using with your GPS receiver (resumably this would be mapping software). Then you'd need to set up the GPS communications from within that software (let it know which outgoing com port you're using, the baud rate etc.) then make sure GPS is turned on from within your software. On the software I use there is a setting that says "start GPS". Look for something like that.
If you don't have mapping software, it's been my experience that the receivers themselves come with software that allows you to connect and see what satellites are being tracked etc. If yours didn't come with something like that, I'd look for a free download or trial somewhere.
Go to the
hardware reviews forum and check the reviews of GPS receivers for some tips on how to set them up on your device.
Good luck!