Hi jlessberg.
I don't believe it is necessary to attach it to the board. I think that's just a convenient place for it (but not for you).
Treat the antenna with care. It can be easily damaged. If damaged, the GPS may not generate satellite data. Never connect or disconnect it to the board with power applied to the board. It is easy to inadvertently short the two connectors of the cable. This might destroy it.
That tiny cable is easy to break where it is attached to the antenna. Once broken it is probably impossible to repair. Don't move the unit around with the antenna dangling from its cable.
Never use tools like pliers when attaching or detaching the tiny cable socket to the tiny plug on the board. That plug can be easily torn out of the board. Use fingers and fingernails. When detaching it, pull firmly with fingernails at right angles to the board.