Hi, Sobakava,
as I understand you need to control some device remotely by modem.
You can make it by two ways - simple modem connection through telephone line as on this chain:
1.
(MCU)->(modem)->(==phone line==)->(modem2)->(MCU or PC)
or using Internet as here:
2.
(MCU)->(modem)->(line)->(Internet provider)->(Internet)->(Internet provider2)->(modem2)->(MCU or PC)
It is much simpler to make system #1 - you will need only use AT commands for command mode and raw data flow for data exchange.
In system #2, you need also add TCP/IP support and SLIP or PPP for connection with provider - I think, it is very difficult for simple PIC processor.
Anyway, you will need also hardware interface between PIC's UART and modem RS232 lines. You can use MAX232 chip for this purpose.