how can I dial my ISP ?

[jondowd jeffnet org]

Hello, thanks in advance for your help.  I recently installed a 
Red Hat 5.0 version of Linux (etc.) and it is up and running with 
some small areas of concern.
Do I need to be running Linux to correctly download gnome stuff (or 
can I get them while running windows 95 ? ).
If I need to be running Linux - How do I ring up my ISP.  I can start 
X but can't find how to access my modem.
thanks.