Here's a guess: Your vehicle does NOT have a builtin GPS. The GPS items on the menu you are looking at refer to pairing an external GPS with the car via Bluetooth......which many external GPSs will not do anyway.
If you have an external GPS that is designed to pair with an audio device, then pairing it will just send the audio from the GPS through the radio speakers. There will still be no GPS function or control in the radio.....except for volume.
Did you install a GPS antenna? If the answer is no, it can't pick up signals from GPS satellites, even if it has a GPS receiver.