Winmodems need special drivers to work under linux because they are so-called software modems; the cpu will have to do the work. Contrary to hardware modems, which have their own chip and do not require any drivers.
To check whether a driver for you winmodem is available, see
http://linmodems.org
But it may give more trouble than it's worth... You might consider buying a (second-hand) external hardware modem. Look for 'Hayes compatible'. This will work directly, no fuss.