First of all, in cases like this you should read the datasheet first. If you cannot find the required information or the whole answer in it or you do not understand the content, in that case you could ask for more help here (and mention that you have read through the datasheet).
1. presence of the supply voltage
The presence of the supply voltage does not mean that the LED will operate.
The default FIXLED function is valid fix indicator output.
With out a valid fix the signal is at low state; during valid fix
condition the signal outputs 50ms pulses every seconds.
It means that the LED starts blinking when the module has connected to at least 3 satellites properly. You do not have to enable this pin by software.
2. required programming
I think the module should connect to the satellites automatically without any configuration, since it is a basic functionality. The default GPS module behaviour is:
- Apply supply voltage
- The Module connects automatically to the available stallites
- Automatically sends the received NMEA sentences via UART
As a confirmation I found a source code with the same GPS module. Here, the user could receive NMEA sentence from the module without any initialization, simply reading the UART line.
To get back to your problem:
Maybe it could not connect to 3 different satellites for some reason beyond your reach, but I recommend you to check the antenna and the power-supply connections to make sure it is not hardware fault.
Here is another question from EE.SE, where the same modul is working in some cases. May the asker can provide you some useful information.