Saurabh-1981 :
There is no modem anywhere.. Its CAT5 cable directly comes from the ISP goes straight to Pc's ethernet card. With a LAN login page to connect to the internet.
Somewhere in between the end of your Cat5, and the ISP....there is a 'modem'.
But, without knowing more specifics, it is impossible to say if a router will work inbetween your PC and the Cat5 coming out of the wall.
Who provides your internet service? Is this provided as part of an apartment or condo?