Grove-GPS SoftwareSerial issue

Hi, I have just bought the Grove GPS, and I am trying to read data from the GPS on Arduino just like shown in the example in this page:

The problem I’m having is the library that you are using: #include <SoftwareSerial.h>. Where can I find it? I found one on github but it doesn’t work. The one I found on github is: https://github.com/PaulStoffregen/SoftwareSerial.

Thank You in advance.