1. If you bought it new, one of the stickers on the box has a GPS checkbox that should be checked if the GPS is present.
2. Remove the battery; there should be an orange sticker that says GPS.
3. If you are on a digital channel, there should be a menu entry in the main menu (not the Utilities section) for GPS/BeiDou. This entry does not appear for analog channels.
4. I don't know if it is possible to load the wrong firmware -- GPS fw on a non-GPS radio, but it might be. Current versions are fw 4.05 and cps 1.22. You might try loading more recent fw, or reloading what you have, with the GPS version.
Edit: FYI, I found this article on how to set up GPS and APRS on Brandmeister. It is for the MD-380, but the procedure for the MD-2017 is pretty much the same. It works.
http://omarcclub.org/forum/discussion/243/using-gps-on-tyt-md-380