Plug the modem cable into the modem, tightening the screws if required. The exact cable required depends on the type of serial connector you will be using on the back of your computer. Next plug the cable into one of the serial ports on the back of your computer. Tighten cable screws if necessary. Plug the telephone line into the modem, and the modem into electrical power and turn it and the PC on.
Internal modems require more setup.
This is because the PC's interrupt hardware can only support two serial ports. If the modem comes configured as COM3, you cannot use COM1 for a mouse, etc. Similarly, if the modem comes configured as COM4, you cannot use COM2 for a mouse. The only sure way to avoid problems is to disable the conflicting built-in port, be it COM1 or COM2. See your PC Owner's Manual for which jumpers to move or remove.