Select C to see avaliable com ports.

This screen represents what your PC knows about its comports.
Note: COM1 and COM2 are standard ports with solid numbers, COM3 and COM4 are more fuzzy. Depending on your BIOS and other hardware present, COM3&4 behaviour may be problematic.

If you have an internal modem the Carrier Detect entry should say Yes and the Baud Rate should be at or above the modem speed ie: 14.4 modems should be set to 19200 and 28.8 to 38400.

Is the comport you think the modem is using listed?

Yes So far so good
No There may be problems.