If you never associated a maps application with People before, Windows will ask you which application it should use. Then you can choose Maps Pro from the list. Maps Pro will open automatically when requested, it doesn't have to be running.
Here is an example of integation with the People app :
If you already associated another application such as Bing Maps, you need to go to PC Settings > Search and apps > Defaults > scroll down and choose "Choose default apps by protocol".
Find the one called "bingmaps" in the list and change it to Maps Pro: