A winmodem is a modem without hardware control. These were removed to make manufacturing slightly cheaper. It means they require software because they actually use the processor to work. That software is the "windows driver" that they require. They perform poorly compared to a real modem, but this fact is under the radar for most people.
Some drivers for winmodems have been reverse engineered and are available for linux, but generally no one bothers with this because:
1) most people don't use dial-up anymore
2) a real modem has a hardware controller and does not require any kind of driver at all on any operating system. You can get a real modem for $15-20 US.
3) winmodems are junk anyway.
Anyway, try and enjoy Ubuntu except for the irritating and ridiculous percussion noises it makes after booting. Another hint: make sure you use the "custom" option for partitioning your drive, their installer's functionality is ass-backward.