GPS is not technically a 'Connection' so it won't appear.
The GPS receiver is set to switch on automatically when an application calls it- either by a direct call to the COM9 hardware port, or via the Windows Mobile Software port. Some programs (eg TomTom) can't open the software port, so have to be set for COM9; others can use the Software port, but can't use the default COM setting (GPD1 on the SPV M700); in that case you need to make the GPS Control panel visible to make changes- there are lots of posts on that subject!
All GPS software will have a configuration or Status screen- once you install something appropriate, you will be able to see the GPS status, but as supplied, there is no GPS software on some of the Trinity variants.