Place the Adafruit_GPS library folder your sketchbookfolder/libraries/ folder. You may need to create the libraries subfolder if its your first library. Restart the IDE. You can figure out your sketchbookfolder by opening up the Preferences tab in the Arduino IDE.
Open up the File→Examples→Adafruit_GPS→leo_echo sketch and upload it to the Arduino. Then open up the serial monitor. This sketch simply reads data from the software serial port (pins 7&8) and outputs that to the hardware serial port connected to USB.
You can configure the output you see by commenting/uncommenting lines in the setup()
procedure. For example, we can ask the GPS to send different sentences,
and change how often it sends data. 10 Hz (10 times a second) is the
max speed, and is a lot of data. You may not be able to output "all
data" at that speed because the 9600 baud rate is not fast enough.
In general, we find that most projects only need the RMC and GGA
NMEA's so you don't need ALLDATA unless you have some need to know