GSM modems / GSM modules offers SMS, data calls, fax and voice calls. The AT command set of a GSM modem inludes nearly 100 different AT commands. A few of that AT commands are equal to normal PSTN modem, so that it is possible to change a PSTN modem to a GSM modem in a lot of data applications. Please note that a GSM modem needs the PIN like your GSM handset, after power on. You have to send a PIN with the command AT+CPIN or you have to ask your GSM operator for SIM cards without PIN. Not every GSM operator offers SIM cards, where you can turn the PIN off.
It depents on your application which of the commands you have to use.
As a minimum you will need the documantation as below.