The GPS antenna is contained within the dongle.
The thin antenna is for transponders and is receive only. It should be vertical and with a clear view of the sky, though in practice transponders tend to be quite powerful and thus it doesn't matter a huge amount. This antenna can be cut down to a specific length if you want to make it shorter but I'd have to look up or work out the length.
The thick antenna is the P3i antenna and is transmit and receive. It should be clear of any other metal objects, it should be vertical, and it should have as clear view of the sky as possible.