This is not available in v1 or v2 so if you do not see the uFL connector, you have an older version of the module which cannot support antennas
All Ultimate GPS modules have a built in patch antenna - this antenna provides -165 dBm sensitivity and is perfect for many projects. However, if you want to place your project in a box, it might not be possible to have the antenna pointing up, or it might be in a metal shield, or you may need more sensitivity. In these cases, you may want to use an external active antenna.
Active antennas draw current, so they do provide more gain but at a power cost. Check the antenna datasheet for exactly how much current they draw - its usually around 10-20mA.
Most GPS antennas use SMA connectors, which are popular and easy to use. However, an SMA connector would be fairly big on the GPS breakout so we went with a uFL connector - which is lightweight, small and easy to manufacture. If you don't need an external antenna it wont add significant weight or space but its easy to attach a uFL->SMA adapter cable. Then connect the GPS antenna to the cable.
The Ultimate GPS will automagically detect an external active antenna is attached and 'switch over' - you do not need to send any commands
There is an output sentence that will tell you the status of the antenna. $PGTOP,11,x where x is the status number. If x is 3 that means it is using the external antenna. If x is 2 it's using the internal antenna and if x is 1 there was an antenna short or problem.
On newer shields & modules, you'll need to tell the firmware you want to have this report output, you can do that by adding a gps.sendCommand(PGCMD_ANTENNA) around the same time you set the update rate/sentence output.