I haven’t had a chance to test this, but I’ve been told that the GPS is actually expected to be functional on these boards as they ship, but possibly with weakish reception.
Try OUTSIDE with a clear open sky. Hopefully (even if it doesn’t lock) it will at least pick up something.
Also notice the dashed line of solder around the primary chips on the top of the board. That is a footprint for a shield. You can try to make a rigid metal shield to fit that footprint, or you can take the easy road, and use an electrically conductive TAPE. NOTE: Obviously, you don’t want to short out any of the components under it, so start off with a layer of ELECTRICALLY INSULATING tape. I’m not sure if regular old electrical tape will cause thermal problems, so maybe something like this; https://www.sparkfun.com/products/9771
Then over top of that, a layer of conductive tape like http://solutions.3m.com/wps/portal/3M/en_US/Electronics_NA/Electronics/Products/Electronics_Product_Catalog/~/EMI-Foil-Fabric-Tapes?N=8697833+8704974&rt=r3
** or, you could probably even use aluminum duct tape that you can pick up at building supply stores. Just need to make sure that the electrically conductive layer is tied in to the board’s ground.