If your modem supports caller id it should display calling number after first or second ring.
If you are sure your modem supports caller-id feature that might be disabled. You can try one of these commands to enable it. You can directly type command on terminal window and press enter.
AT+VCID=1
AT#CID=1
AT#CID=2
AT%CCID=1
AT%CCID=2
AT#CC1
AT*ID1
If one of them works please let us know which one enables it. It should display OK or similar confirmation command if it can successfully enables Caller ID. Call your line again and if it displays number post a screenshot here.