This would tend to give a suggestion as to why it is not working.
For whatever reason the PC does not have a com port setup, so without a working COM(unication) port to plug the modem into it is not going to work.
So now you have to get the com port up and running.
I strongly suspect that Fruit Bat has the right idea.
But won't re-boot my PC and go into the bios and find out how to turn a com port on as the PC has been playing silly buggers with me all week, and every time i re boot it it takes me hours to get the daft thing to realize i have USB ports with a BB modem plugged into. Most Irritating. Is going fine now, so leaving well enough alone.