It all depends on your modem. If you're lucky you can just run kppp and set it up (more likely if you have an external modem). If not, well... Start from HCL: http://www.linuxquestions.org/hcl/index.php?cat=121
and see if it is supported, if you need extra drivers or other software. If not in our HCL, Google should help you. What you find should be enough. You can't be sure without trying, however.