Using Arduino GPS to set system location

I have found a number of people asking here how to set the system's defult location lat and long values manually and the answer is always that it can't be done. But obviously it can be sence if i go out and buy a usb GPS module it will use it. do i just need to send a spacifically formated string thru the COM port or do i need to run a program in windows that take the information from the device and uses the sensors api to update the system location?

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