A router distributes data to whatever is connected to it (eg pc, network storage device or printer) and is most frequently used to route the internet by cable or wirelessly to a desktop, laptop or other device.
A modem gets and send the data down the line. There are 2 different types of modem one for broadband and the other for dial-up/telephone.
To make a call over a telephone line you would need a dial-up modem, a mike and preferably a headset. However you could use VOIP like Skype.
Personally I wouldn't bother as when I used it (admittedly a long time ago) the quality wasn't good and most modern computers do not come with a dial-up modem. Note too that calls made this way will cost the same as normal telpehone calls.