It should come enabled. However if it being disabled is the problem:

 

Right Click on "My Computer"

Go to properties.

Click the "Hardware"  Tab

Click "Device Manager"

Click the + Next to "Modem"

 

If it is disabled you will see a little red X on the far left of the modem listing. To enable it just right click the modem and select Enable.

 

However if this doesnt fix the problem you may need to re-install drivers or could possibly have a bad modem.