This isn't a way to connect a PC to a fax machine via a phone line and make it work. You can make a physical connection, but it will not act as a printer. You must connect to your printer/fax via USB, serial ports, parallel ports, or via a network (wired or wireless) all depending on the printer/fax.
What make/model of device are you attaching and trying to use?
You know you can get a printer for like $20 now right? Anyway, if your modem supports fax then you would have to send a document as a fax and have your fax machine pick it up to receive the fax. No idea how you would do this without putting some equipment in-between without writing your own custom fax modem driver. Sure that may be possible, depending on your modems capabilities and the documentation for writing drivers you are likely to find in the Linux community, but really just buy a printer.