Connect to linux with ubuntu and external dial up modem

How to connect to linux with ubuntu and external dial up modem?

Could you say how you are running ubuntu? On a live CD or a hard disk install, and which version? Recent versions of it should recognise the modem as device dev/tty0 and install it. Pls let's have a bit more info and see if we can help.
P.S. Meanwhile you could try downloading and running scanmodem tool from http://linmodems.org/ which is incidentally a good site for all kinds of questions relating to modems and linux.