You have to install the modem port first. From CONTROL PANEL, go into INSTALL NEW HARDWARE. DO NOT let WINDOWS 95 SEARCH for new hardware. SELECT PORTS. SELECT HAVE DISK. Tell it to install the MODEM PORT.
You might have to restart WINDOWS 95.
After that you can INSTALL the MODEM. Once the MODEM PORT is INSTALLed, WINDOWS 95 will detect and setup the modem as a STANDARD 28.8. Of course, you can use HAVE DISK to get the best results. You can get the file from Boca.
You might have to adjust the MODEM PORT's IRQ and address. You also may have to tell WINDOWS 95 to use the device in the original configuration. You do both in PROPERTIES under the DEVICE MANAGER section of SYSTEM (in CONTROL PANEL).
This is the same method used to install other "WINDOWS" or HSP (Host Signal Processing) modems. The modem port must be installed before you can do anything else.