What do you mean by "closest room levels"? In GMDL, you can specify the zoom levels you want using the Advanced button. Zoom 1 is the most detailed level.
You can activate GPS mode by pressing Square, and you can check if things are working by pressing Start => GPS Info.
Concerning looking up streets, you will need Geodata for that, in a file called geodata.dat. Search the forums to find out how that works.