Plug the modem into the USB port using the USB-serial adaptor. Turn it on, then go to Devices > USB Serial and see if it shows up there.
If you cannot see it, suspect the USB-Serial adaptor. Prolific and FTDI seem to work best.
Then first go to Devices > Pagers & SMS > Check 1PA1 and hit the toolbox button. Name it the name of your airtime supplier, and fill out the details like this substituting the Message Centre Number > Phone number of your airtime supplier.
Then go back to Devices > USB Serial and check 1USBS1 > Click the toolbox > Actions Tab > and make sure it looks like this the relevant name of your 1PA1:
Try Signal Strength and you should receive something like this:
Enter your phone number in the form +61xxxxxxxxx (leaving out the leading zero), and then click Send Test SMS. It should send one to you.
To use the SMS modem in an alarm list set it up as follows:
The Callout Device is the 1USB1 4G modem through USB-serial adaptor.