It is a standard GSM modem being accessed via a serial port and it can be anything from a phone to an actual physical GSM modem.
Google "GSM modem purchase" in your area and look for one with a serial connection.
Almost all the GSM modem use a modified Hayes AT modem command set which conforms to ETSI GSM 07.07 specification check you selected model conforms which it should I don't know many that don't.
Here is the ETSI GSM specification in PDF form if you need it
http://www.etsi.org/deliver/etsi_gts/07/0707/05.00.00_60/gsmts_0707v050000p.pdf[
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Optionally there is a nice HTML online guide to the various GSM07.07 commands here
http://www.hughes.com/AT_Command_Reference.html[
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There may be special commands outside the normal ETSI set available on your model to do special things so it's a good idea to download the command set for your selected model.
You will also need to get the default com port speed and settings the device uses so you can know what settings.
Armed with all that you are away and able to use the code provided.