If you are using your modem you cannot receive a fax.
By opening up your Fax Console and then its Help file, you will find that the original installation is to send faxes but not receive them.
If you then look up Sending and Receiving Faxes, you will find how to configure the console.
However, if you are still not successful, consider a fax to e-mail receiving service from Tiscali or similar.
You are given an 0871-xxx xxx fax number which others use to send you a fax; in turn you get it as an e-mail but can open in in true fax layout. You provide the phone number on your own fax cover page.
The service is free to you whilst Tiscali or whoever take a small percentage of the phone call charge as a financial reward.