Modems may be integrated into the motherboard, but more often than not, they are add-on cards like the one pictured above.  The above pictured modem is one that has voice capability - the two small, circular jacks are for a microphone and speakers. The two RJ-11 (phone) jacks are labeled "Phone" and "Line".  The jack labeled "Line" receives the phone line directly from the wall jack.  The jack labeled "Phone" is an optional port, used if you need to run a phone off the same line.  In that case, you would hook up phone line from the "Phone" jack to the phone itself.  This is an PCI card.