I bought sim800l gprs module and i don't know where i need to connect the antenna and coil(??).
This is the module.
The thing you are calling coil, it is also a type of antenna, but this is to weld in the module.
You can use both antennas if you want, but it is not necessary.
You can connect the antenna on the tiny white spot on the left of the picture you posted. The pin directly below it, it's the place where you can solder the other antenna.
I'm personally using only the soldered one.