some internal modems do work, just not very many, redhat among others has a decent hardware compatibility list or HCL, if it works and its listed there it should work with any linux setup
modems can be a pain in linux anyway, until you realize exactly what your doing, which is using 20 year old technology, as in something similiar to a dial up terminal or teletype terminal
First the modem is initialized with a standard string sent to it, then a number is sent to it to dial, then when the modem completes the call and is connected it send a signal back, at that point linux binds it to the system with pppd which is the point to point protocol daemon. All the signals and strings are standard and havent changed for years, most dialers show this as output in a log file, sometimes while you dial up. If I remember right the start up string is usually ATDT&.