GPS to 436 HP question.... Setting up

I just recived my Uniden436 scanner and totally love it. My question are: (1) does scanner Antena have to be on scanner when using GPS? ----(2) is round GPS puck LED Light supposed to stay blinking on all the time when plugged up to scanner ? and (3) on scanner screen, what does "DATA" indicate when it appears on and off------ should it read "DATA" on screen constantly? (4) is there any thing in "setting" that I have to change....turn on or off ?

Thank you for reading my post, any help will be appreciated. God Bless