Based on its datasheet (http://www.usglobalsat.com/store/download/47/em408_ug.pdf
), the EM-408 outputs data in TTL. If the microcontroller is compatible with TTL, then it is possible to plug in this module's TX to the RX of the PIC, and its RX to the TX of the microcontroller.
This engine board only outputs real time GPS data in the NMEA protocol. The PIC microcontroller will be used to program this board.
You can also search online for further information on how to interface a GPS module to a PIC microcontroller