In order to use the GPS and/or Compass on an iOS device from a Delphi FireMonkey iOS application, you first have to parse the CoreLocation headers. The easiest way to do so is to download the parser input files (top link on this page). You then follow the rest of the instructions to actually parse the headers. In this particular case you would run ./parse-corelocation.sh from your Mac command line.
You can then choose to either compile and link the headers according to the instructions on the page mentioned above, or you can simply take these three things and put them parallel to your FireMonkey application source code:
Now you're all ready to use CoreLocation in your application.
Full source code