A cellular modem is a device that typically adds wireless 3G or 4G (LTE) connectivity to a laptop or desktop computer. They are generally available as an external USB module. A cellular modem may also be on a PCI or PCI Express card that plugs into an empty slot on the motherboard. A cellular modem works much like a standard analog dial-up modem in that it connects to a computer or host device through a serial interface and configures and dials using AT commands.
A cellular modem is like regular modems. The only difference between cellular modems and other dial-up modems is they get their WAN signal from a cellular provider (yes, the same kind of cellular provider used for your phone) rather than directly connected to the WAN (Wide Area Network) via cables.