If you can't type or you get an error, your modem is not set correctly. You need to choose a different COM Port, or IRQ . If it is working, install the software. This manages the communication between your modem software and the modem. Your modem may be able to operate at 115,200 bps, but with a slower UART, like 8250 or 16450, you will have data loss at these transfer speeds.
Most modern computers have it.
If you can't find out, just keep this in mind if you have problems later. If you do have an older UART, slow the software down. Choose 9600bps or 19200bps. Even if you have a fast modem, your software the then limit the modem to this speed. The good news, though, is that internal modems don't have to worry about this because they have an updated UART on the card.