Sharon,
Did the phone company send you an internal or external ethernet card? If it is internal and you are running Windows 98 SE, Windows ME, Windows 2000 Professional, Windows XP...the computer should recognize the new hardware once you plug itin. It is called plug and play or by some cute marketer it has been coined PnP. Essentially, if you open the case, plug in the internal card in the PCI slot, turn the computer on, it should recognize the new hardware.
Anyway, if it is an externalmodem...I assume for DSL then you should find some kind of adapter that plugs into the computer. Once again, if you are running any of the above mentioned operating systems, it should be recognized when the computer is turned on.
I can give better answers if you tell me the following:
Name or Model number of new modem
Computer Model number
Operating system