The GPS receiver can keep a log (tracklog) of time and location. Cameras tag each picture with the time at which it was taken. So there are many computer programs that will take a set of photos (with timestamps) and a GPS tracklog, and add location data to the photo (EXIF data). The program I use is GPicSync; I suspect that @Trip does something very similar.

You have no need for such a program if your camera automatically tags the pictures.

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For a description of the various geocoding options seeGeocoded photograph.
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