To get a GPS signal, you need to be outside with a clear view of the sky. It can take 20 minutes or so to lock on. Have you tried that? It could take a while if this is the first activation or the device has moved a considerable distance from the last fix.

Download Google Maps. It uses cell tower triangulation (at least here in the US) to locate you within 2000 meters or so which should facilitate faster a GPS lock.

GPS should work. Verizon locked theirs down, but released a fix a couple months ago. AFAIK, GPS on the Sprint version worked from the git-go.