I would try to find out if your modem has been detected first. Open up a terminal (look like a DOS box - but it isn't) and type dmesg | less - oh, and between the dmesg and the less is a pipe symbol. You can use the up and down arrows to view the whole of it. You're looking for something that either mentions a modem or says tty in it.
Unfortunately, most on-board modems are software driven, i.e. they are WinModems, and so it is highly likely that yours will be too. However, there are many, many WinModems that work under Linux, but they require a little fiddling.
HTH and good luck.