I suspect that the NEMA cable from the GPS to the VHF is not connected properly. It may be worth mentioning that the GPS will need to be turned on before the VHF for a few minutes to get a "lock", or the VHF will chime to warn you about no GPS data after a few minutes. Irritating but harmless.
The positional data should appear on the LED screen of your VHF and match that on the GPS. Your VHF can also be set via it's menu to display Speed and Heading data from the GPS.
The GPS should supply your position data without the Chart card. The warning cannot be changed, it's there to get them off the hook in court if you pile into a rock!