Most systems especially laptops today do not ship with interalmodems unless you specifically orded it with one. I would suggest you check you order to see if you did order a modem and it was not installed. If you do in fact have a modem you will have the phone jack on the system. What you have from your post is just the ethernet connector which cannot be used as the modem port.

At the moment your best bet would be  a add in card as looking through your manual there is not even a place to add in an internal modem.