Look in the control center, same as 'start' in windoze, goto networking/Remote access and see if KPPP is there. It may not be there because it installs during the configure steps.
If it is not there you will need to install the software. Do this if it's not there:
Control Center/Configuration/Packaging/Install software and enter your root password. When the window comes up type "kppp" and then click search. When it finds the package, click on the box next to the package. A yellow check marks will appear and it may tell you that other packages will be installed, just click 'OK'. Then click install. It will most likely ask you for info about your modem, where it is and how it is connected. If you have a external serial modem you should have no problems. USB and internal modems can be difficult. It will setup most everything during the installation of the software.
If you have KPPP installed, either in the beginning or after the above steps, just goto to KPPP, click on setup and add the phone number. When through click 'OK'. Make sure you put in your login and password and click "Connect". You should be good to go.
I have a external modem, if you have something different or the above doesn't work please post back. If I can't help you someone else might.