I have an N95 and the builtin GPS is pretty disappointing. Event after initial cold fix the acquisition times are long and the sensitivity poor. I think this is related to the position of the GPS antenna, which I believe is beneath the keypad.
I tried to use the inbuilt GPS on a recent trip to the Bay Area and had to give up as after over 30mins it still hadn't acquired a fix,and I went back to my E61, TomTom6 and BT GPS combination.
I've also tried to use the N95 with Nokia's Sports Tracker application, again with little success, which I assume is due to the poor GPS antenna location.
As for activating the inbuilt GPS the only methods I'm aware of involve launching a Nokia Application, whether this is Maps, Sports Tracker, Landmarks or GPS Data.
The best thing about the N95 is the VoIP client, which saved me a fortune on international roaming charges while in the US and HSDPA coupled with a laptop for fast wireless connectivity (while in the UK)
Michael