The GPS FeatherWing comes with two headers. Cut the headers so there's a 12-pin and a 16-pin. Match the headers with pins on the GPS FeatherWing and fit them under the PCB. Each header will need to soldered to the pins on the FeatherWing. I recommend seating the headers to a breadboard to make soldering easier – This keeps the header pins in place while soldering.
I recommend using standard headers. Short headers for the Adafruit Feather boards are available but the 3D printed base was designed around the standard headers. If you do use short headers, the microUSB port will not line up with the hole on the case.