NeoGPS is the only library that parses the newer sentences from the ublox NEO-8M. NeoGPS is also smaller, faster, more reliable and more accurate than all other libraries.
The Installation page describes how to choose a serial port (important!) and how to connect the GPS device.
If you want to try it, NeoGPS is available from the Arduino IDE Library Manager, under the menu Sketch -> Include Library -> Manage Libraries.