How to connect GPS to IMU?
Is not really connecting GPS to IMU, is more like you read GPS values, read IMU values and after apply what is called a sensor fusion algorithm. 

One of the most common used sensor fusion algorithms is called Kalman filter (the Extended Kalman Filter more likelly). However, if you do not have some basis on control theory you may have more trouble in applying it.

here is a good example of use of this kind of sensors and fusion algorithms. It is also very commonly used in drones or autonomous vehicles.

The implementation will be specific to what you are trying to do.