To install the proper software you need to be connected to the internet. Either by mobile phone line (3G, EDGE, etc.), or WiFi. WiFi is cheapest and won't count against your mobile data plan (limits).
Once you have the proper software downloaded, installed, and running properly you won't need a connection to the internet to run a pure GPS app. You'll get lots of figures: coordinates, speeds, angles, number of satellites, relative position, etc. etc.
As soon as you want to use it integrated in apps that show you where your buds or the nearest ATMs are, etc., you need a connection to the internet.
Oh, and WTF is a "Voda 845"? Can you post an image or a link?