"How I find the internet connection wizard?" - there is not one as such.
You need to go to YAST and under network see if the modem is recognised. As the other thread said, you need to install the "patch" for the modem under 9.2. Then click on the modem and choose "configure" where you will get the chance to put in the ISP details - phone number, username, password and so forth.
"Where I look to find my external drive which is connected up?" - within "my computer" on the desktop. That, at least, is on mine.