You would probably need to set up routing in the computer the modem is attached to. Also, you need the modem's IP address, which if it is dynamic (not a static address) may be a problem. Check with your ISP about this.
How you do it depends upon your operating system - Windows or Linux. It is time for you to do some research. It isn't too difficult, but in order for data to get to the correct computer this needs to be done. If your modem were attached to a router, this would not be necessary, but since it is attached to your computer, then you need to enable routing on your computer.