You don't need anything from wavecom except for instructions on how to setup your APN on the modem. If you have configured the modem already, then ...
1. Install a Standard modem (control panel) and assign it to your serial port (the one that connects to the wavecom).
2. Right click network places and create a new connection
3. Get your GPRS APN, user id and password from your carrier
4. The user id and password you will use for this dialup connection is what you obtained in step 3.
5. The dialup number is typically *99**PPP1#
Wavecom should be compatible, but who knows. To setup your modem APN through AT commands, you'll need to use something like AT+CGDCONT=1,"IP","<your service provider's APN>"
This should be all you need to do to get this puppy off the ground.