Hi,
If you wanna extract info from returned value, first you need to store every returned value in memory. Then search there for desired information.
1. You can connect your modem to PC serial port and send the command AT+CMGF=1 (you may use Hyperterminal for communication), then see what will be the modem response.
2. PIC USART use RCREG for received byte via USART. When you received a byte in RCREG, you backup that in RAM. After receiving all the data, you can do searching for desired information. To know receiving is completed you may check ending pattern of command responses of modem. It may be "OK" string or "0x0d" , "0x0a"
Thanks,