Your ADSL line has two functions, the broadband always on digital channel and a plain old fashioned telephone line. Faxes use the telephone line. If you want to send and receive faxes or have an answerphone on your PC then you will need a regular dial up fax/data modem in addition to your ADSL modem. Plug the phone line from the ADSL filter into the fax/data modem and the broadband line into your ADSL modem. You can use an internal PCI modem or and external serial or USB modem.
It is not difficult or hard just plug your modem and fax cable into the next slot on the filter if using adsl or the phone socket if you are using cable and set the settings on your answering machine software i.e answer after 5 rings and set your message or use the automated message.