If it's not a winmodem, it should be one of the /dev/ttyS* devices, just find the right one and make a symlink
ln -s /dev/ttyS# /dev/modem
Note: substitute # with appropriate entry for your modem (if it is on COM1 # becomes 0, for COM2 - #=1, and so on).
If it is a winmodem, get the chip name and as much specs as you can,then head to
http://www.linmodems.org
and see if there is a driver for your modem.