Hi Vicky,
This is good thing for you to be doing. It will enable your VHF to have your GPS coordinates if you ever need to make a DSC distress call to the Coast Guard.
My GPS and Radio were not connected by the factory either, but it was because I took delivery of my GPS after taking delivery of my 21. I wanted the 546S and it hadn't come out yet from Garmin. But, installation-wise, the 546S is identical to you 541S so I think my notes here should apply directly to your setup too.
There are two wires that carry the NMEA data from your GPS to your VHF. Even though your devices are not connected, the factory usually runs the wires from under starboard dash to up to behind your VHF radio. When I looked at mine, I saw two free wires with nothing connected to them up by the radio, and I also saw the same to wires (identified by color) under the dash, also with nothing connected to them. So think of this as your extension cord to connect the two devices. It's now just a matter of connecting the right things to both ends.
Next I got my manuals out for the radio and the GPS and identified the two NMEA data wires. I temporary (twist tied) them together to complete the connection and verified the GPS information was being set to the radio (the GPS coordinates show up in the display of the radio). When it worked, I made the wire connections permanent.
A couple gotchas. If you are direct connecting like this, you need to make sure the radio and GPS are *NOT* set to NMEA 2000 in the 'NMEA setup' for the device. The wording is different between the two devices, but it should be something like "NMEA 0183". The other thing is these wires have very small diameters. Make sure you have a good wire stripper for small wires.
dave