You may be lucky, Windows plug and play may find it and load the drivers for you.
If not, you are going to have to identify it, and download the correct drivers for the card.
Try and use a slot (if possible) away from any Modem card or Sound card. make sure the card is fully pushed into the slot and fit the retaining screw.
Make sure the card is correctly installed, before connecting the modem. Look in Device Manager, to see if it indicates correct installation.