I am not sure what your setup is so it is difficult to help. You will need to very specific.
If you only have one modem ON a computer, then it is not networked, and it will be easiest to fax from that computer. You will have to have a fax line, and the modem will need to be connected to it. If you are trying to fax directly from your computer, it will have nothing to do with your fax machine unless it is connected to the printer or is networked AND has a fax server.
My guess is, if you have the modem connected to a fax line you can fax, but the fax driver you clicked on, is probably not configured correctly.
You would probably best best downloading a trial of Snappyfax or some other fax software, and see if it recognizes your fax modem.
But, you can't really fax from your PC to your fax machine without A) its being connected somehow either networked (which I don't think it is) or directly to your computer. But, even then, just connecting it to your computer won't allow you to fax from your PC if it doesn't have a fax server with a fax/print driver which sends your PDF to it. If you have a modem on your PC, forget about your fax machine and set it up so you are faxing directly out via your modem.