How do I find a modem driver for Mac?
First thing to check is : Do your modem support Mac OS X  ?

If the documentation said so, you should try to connect the modem directly on your Mac and see  what happens.

In case nothing works, I'd say that this modem is for PC only and you'll not find any driver for Mac OS X. 
The only way to make it works is to boot on your BootCamp partition and install the driver on it, but you'll can use only Windows and not Mac OS X.

Edit : I'm not sure that virtualization solve the problem too. Most of the time, the Internet connection is shared on the VM from host to guest. I think you can't share connection from guest to host.