1. you need to find out if your modem is a winmodem or not.. goto www.linmodems.org
to find out if it is, then there might be drivers for it, but winmodems aren't usually supported very well under linux and if they are, are usually harder to get working than a hardware modem or external modem. but you say its for linux... don't quite understand what you mean by this.. did it say it was supported.. then you need to read the modem howto's at www.linuxdoc.org
which would get you started in getting it to work, most likely you have drivers if it is supported.. linux is not a plug and play everything works on install type of OS.
2. you need to check hardware compatibilty lists.. see if there are linux drivers out there for this printer..
3. software under windows doesn't run in linux, unless you use a emulator like Wine, vmware or Win4Lin... there are equivalents at times.. like adobe you can substitute with Gimp.. check out www.linuxapps.com
for software in linux to match your needs, but not everything will be exactly what you want or need. and emulators can be harder to setup and working...
4. lilo.. you can usually add windows to your lilo.conf file like this
but it can depend on where your windows OS actually lies in your partition setup..
5. fax, you might want to look for, never used a fax software in linux and couldn't recommend a good one.. check out the links above for fax software if that is what your looking for..
Some questions for you now.. what flavor of linux.. you say 7.0 but is it redhat, or mandrake.. ?? before you dove in and installed linux, you sound like you should have researched your hardware and software needs before installing... linux is not like windows and takes more time and configuration in the process of getting everything working..