Just installed a Pioneer Appradio, everything works except it can not locate GPS when I go to maps.

Are you sure the plug for the external antenna is fully seated? Also, it's important to have the little self stick mat underneath it. And most importantly, the antenna needs no obstruction to the sky above. That's why you see them installed in the corner of the dash and as far forward towards the windshield as possible.

When I press "Maps" I get this message " Failed to receive GPS signal" but "Waze " can locate my location.

with waze i don't remember, but with navfree from ipod , it shows me the same "no gps signal" too...