To use GPS coordinates, you will have to use the Landmarks application and set up the coordinates as a landmark.

The Landmarks application is in Tools>Connectivity.

Run the Landmarks application. Click on Options>New Landmark>Enter manually. Scroll down and you will see where you can enter your coordinates. Note by default the coordinates are entered in Degree, minutes and seconds rather tham decimal format. You can change it to decimal format when in Landmarks by going to Options>Positioning settings>Notation Preferences>Coordinate format.

Save this landmark once done.

Go back to Maps and you should see your newly saved landmark in your Favourites>MyPlaces.