From FP2 there is support for a native MFNE to allow the entry of coordinates. This editor is called the CAknLocationEditor control and can be found in AknLocationEd.h. Since coordinates are always represented as a latitude and longitude it makes sense to use this  control in a multiline edit control to enter both the latitude and longitude.

 More details on this can be found on the wiki page I created and this includes example code showing how to use it.

Wiki page link