Provided your 3G account has a data plan attached to it, and you can get your provider to send your phone the right configuration details for that 3g data, then the phone's Internet fu should work.

That said - how easy that is to do really varies. Having just had a quick poke at three.com.au, it's absolutely useless for finding information easily. I think I found some useful bits:

http://www.three.com.au/cs/ContentServer?homeId=1156241342637&c=Page&pagename=Three%2FPage%2FCustCareGettingMorePageTemplate&p=1155025228809&cid=1155886580611&mobileId=1236149940760&mobilename=Nokia&modelNum=5800

Accessing Internet on handset - Nokia 5800

How to access the internet - Nokia 5800
To access the internet: you will need to subscribe to a mobile web pack. Go to the
mobile web icon on the Planet 3 homepage and follow the instructions to
subscribe.
• Press Menu
• Select Settings
• Select Connectivity
• Select Admin Settings
• Select Packet Data
• Packet Data Connection = When Needed
• Access Point = 3netaccess
• Select Back
• Select Back
• Select Destinations
• Select Internet
• Select Options
• Select Edit
• Connection Name = Planet 3
• Data Bearer = Packet Data
• Access Point Name = 3services
• User Name = None
• Prompt Password = No
• Password = ****
• Authentication = Normal
• Homepage = http://three.net.au/hb/nokian5800/HutchKey
• Use Access Point Automatically = Automatically

How to switch back to Planet 3 - Nokia 5800
• Press Menu
• Select Settings
• Select Connectivity
• Go to Destinations
• Scroll to and select Internet
• Select Options
• Select Edit
• Connection Name = Planet 3
• Data Bearer = Packet Data
• Access Point Name = 3services
• User Name = None
• Prompt Password = No
• Password = ****
• Authentication = Normal
• Homepage = http://three.net.au/hb/nokia5800/HutchKey
• Use Access Point Automatically = Automatically



GPS as already described, not attached to your provider.