How to Connect Modems to Wall?
That's a keyhole slot for a screw. It's not specific to a modem (though I'll keep using the word here). In this case it's actually a double keyhole. The idea is that you put a screw into the wall with a head that just goes through the central circle, then slide the modem so that the screw head is trapped in the slot. 

Normally you'd have at least two and the distance between them has to be spot on. Also they're normally set up so that you slide the modem downwards onto the screws. You also have to screw the screw in the right amount so it's secure and doesn't wobble. 

Finding the right screw can be a little tricky especially if you have hollow walls that need some sort of anchor. But any hardware store should have something.