As Glen pointed out, google is your friend. There are many dozens of articles on using GPS modules with Arduino. And there are more than 3 or 4 different arduino libraries, complete with example code, for using GPS modules.
I ended up building two different size and style Dual Timezone Clocks (local time and UTC)
with time and date for both timezones, using an Arduino Nano, a $10 GPS module, and an $6 Real Time Clock module with battery.
The free example code, among other things, includes a snippet of code for reading the NMEA sentences and repeating them to the Arduino Serial Monitor display on your computer.
For an easy way to work with your GPS module, google for the TinyGPS arduino library.
It includes a free sample program called "test_with_GPS_Device" that will do what you want.
Cheers,
Neal