Well... I haven't seen this modem and cannot give you step by step instructions. Probably you are OK with default settings. All you have to do is to select connection type PPPoE (or PPTP) and set your ISP-spetcific identification.
Networking as such is too comprehensive to explain here. There are some really good how-to's, one is here
In short, it's not just a modem you have there. It is a complicated device (probably running Linux inside) which acts like a Internet router and DHCP server.