Using Utilities->ServerConfiguration->Server Configuration, select the Executive (server PC name) on the left, and use the "Add Serial Route" to create the COM port, if one does not already exist. Make sure the name is of the form "COMx" or "COMxx" and that the port is enabled.
Select the COM port and select "Add Modem" from the ribbon. Select a Modem Type from the library.
Select the Executive again and select "Add Modem Route" from the ribbon. Type in the phone number of the site.
Select the "Save" icon in the upper right.
Open Configuration->Data Source Details, open the desired site, and double-click on the data logger icon.
In the right panel, select the "Communication" tab.
Under "Route", use the pull-down list (next to the "*") and select the Modem Route you created in Step 3.