This depends on your modem. Some modems have a built-in cable but other modems have a detachable cable. If you have a modem with a detachable cable, you should be able to exchange the cable with a PC modem cable and have it work. Be aware, you would have to exchange cables again to use the modem in the Mac OS environment.
If you have a modem with a built-in cable, a cable adapter that changes the DIN-8 Macintosh connector to a PC connector might work. You may, however, have to purchase a separate modem. An instance where a cable adapter would not work, is when you have a modem that uses the ninth pin of a Power Macintosh computer's serial port. This pin provides a level of power to the modem which is not available with a standard PC serial port.