A winmodem can (and most are) PCI modems. PCI is just one architecture, like ISA, EISA, PCMCIA, etc. Winmodem is a controllerless modem.
Of course, that is not very relevant anyway. Could it be an ISA modem instead of PCI? If it is an ISA modem and you don't have ISA slots, it won't fit. ISA connections are longer than PCI's.