You're a bit confused between GPS and Applications that use GPS. You are talking about the application called Blackberry Maps (which uses the GPS receiver inside the phone.) AT&T hides the icon for BB Maps so you won't use it and that's why it's not on your phone. The GPS receiver IS installed on your phone. You can download BBMaps from http://mobile.blackberry.com
or use the "How do I get BBMaps to show on my device" sticky in the GPS/Mapping forum. You can also download Google Maps and it will work with the built-in GPS receiver in your 8800 as well.