Unfortunately, you don't indicate the type of "Modem" you're referring to.. If you want to use a dial-up modem for connecting to the internet and it doesn't have one, then simply install one.. You don't mention whether the machine is a desktop or laptop, but either way, there are modem devices which will work effectively.
On the other hand, if you want to go wirelessly to a WIFI router, then laptops or desktops also have wireless adapters which can be installed if it doesn't already have one. They're available in both PCI card and USB dongle varieties. Or if it's got an ethernet port only, those options are also available so you only need to plug an ethernet cable in to a wireless router..
You'll need to be a little more specific as to the EXACT type of connection you want to use and the type of computer you're getting..
Hope this helps.
If the new PC I am planning to buy does not come with a modem but does have an ethernet connection does this mean it can still connect to the internet with a separate wireless modem.