If the recording is made via the mobile app, the GPS coordinates can be recorded from the mobile phone.
Alternatively, the coordinates can also be recorded using the GPS remote (see accessories).

I have the new X4. It does not have GPS built in. If it is paired with the mobile phone, GPS coordinates (Exif) are entered in the image. What it doesn't do, unfortunately, is give the orientation, i.e. the orientation of the camera/mobile phone, although the mobile phone knows the orientation. This is probably not important for most people, but we made a kind of mini streetview of a festival, so it would have been useful.

It definitely does not have a built-in GPS. As far as I know, it is also not possible to integrate GPS data via mobile phone, but I am not 100% sure about that.