The AirPort Extreme Base Station with dialup modem option was discontinued in 2007. The ability to use the Wi-Fi icon to dial its phone was subsequently removed in a macOS version a long time ago.
Early Macs incorporated dialup modems starting with the original iMac. It too was removed in later models; not sure which. That has nothing to do with the AirPort Base Station but as Tesserax wrote this is where you posted your question.
So unless you have a very old AEBS and a very old Mac, you will need to find a USB dialup modem adapter. Apple used to sell them but they were also discontinued a long time ago. Read this Discussion for a description: MA034 Apple external modem - Apple Community. I do not know if macOS still incorporates the ability to use it. They are commonly found and inexpensive enough on the used market it you want to find out.