I checked the specs online and I don't see any modem. But you don't need a modem to connect to the internet unless you have a dial up service. But you have DSL so what you need is a LAN and your computer has one.
You need your AT&T modem to connect to the router and then the router connects to your PC and the Ooma ATA device. If you connect your Ooma directly to your AT&T modem then you have no way of connecting your PC to the internet.