only by experiment. You must find modem, that gives com-port to the system, and can be controlled by sending commands to com port.
Through the link you provided:
http://www.brodyradford.com/2011/01/hacking-the-dealextreme-gprs-modem/
so you can see there is simple rs-232 chip (rs-232) called pl2303. This chip can be removed, and device board directly connected to arduinos/stm32/avr/pic/etc.microcontroller serial port. I think it is valid for all old-style gprs modems, as shown on that photo, because their driver is a pretty "fake" thing - simple RS-232 chip driver with tweaked vid/pid, and their design is copied by many small companies. For newer 3G modems some difficulties can come, because driver may becomed more real, for example they can use modem chip integrated usb-serial port that is not compatible with prolific pl-2303 or ftdi ports.
In other words, you must connect modem's serial port to arduino serial port, and google for AT+ modem commands. AT commands can be sent through windows terminal program or custom made terminal programs made for modems. There may be some custom commands for gprs modem you buy, in that case you can use programs like HHD free serial port monitor to see, what "driver" sends to modems com-port to dial numbers, change configurations, work with voice/fax/etc.. If you go in right direction, you would be able to send some "AT..." comand using arduino, and recieve answer from modem, all using simple serial port.