I want to know is it possible to connect to pc with adsl modem on both side, and telephone line, something like hyperterminal in windows but at the speed of much higher than that.
Yes, absolutely! One important thing to remember is that for this to work you must have one end acts as CPE (client - which is the end customer unit that you're using now) and another end acts as CO (Central Office - which the service provider uses). The ADSL/2/2+ splits the entire 2+ MHz spectrum into Upstream and Downstream. The CPE uses Upstream for uplink transmission and Downstream for reception.