Many wireless cards are automatically detected by Ubuntu during installation. A complete listing of wireless cards which work with Ubuntu can be found on Ubuntu Wiki. Please add your wireless card to the list if it works with Ubuntu.
Some cards may not work automatically with Ubuntu. If this is the case, please look at the Wireless Troubleshooting Guide on the Ubuntu Wiki which is an excellent resource for troubleshooting wireless cards.
All information regarding wireless networking on Ubuntu is collected at Wireless Networking Central on the Ubuntu Wiki.
Most winmodems are not supported by Ubuntu, but drivers can be found that will enable the use of such modems. First you need to identify what chipset your winmodem is using:
wget -c http://linmodems.technion.ac.il/packages/scanModem.gz
gunzip -c scanModem.gz > scanModem
chmod +x scanModem
sudo ./scanModem
mousepad Modem/ModemData.txt
Read this file, it should list what modem chipset you have. Once you are aware of the chipset you have, see http://www.linmodems.org/ and follow the directions for your modem. More infomation can be found at SettingUpModems on the Ubuntu Wiki.
All PPPOE and router-style ADSL modems are supported by Ubuntu (that use ethernet for the connections), and some USB ADSL modems are supported too. For router-style ADSL modems, just connect it up, configure the modem as per your ISPs instructions and configure networking in Ubuntu. For information on PPPOE modems see this guide on the Ubuntu wiki.