Modem commands are simply commands that you send to your modem. They either tell the modem to do something (dial a telephone number, ...) or put the modem in a certain state (e.g. use default factory settings, use advanced settings, put speaker volume to medium, ...).
Commands can be given in strings, so that a number of commands can be given all at once. Often this is done the put the modem in a certain state, or make it use a predefined way of datatransfer, or load e selection of preconfigured settings that are stored in the hardware of the modem or in a memory chip in the modem. This string of commands is then called the modem string or modem init string (it initializes the modem, so that it will react in a predefined way to whatever happens next. By stringing the correct commands together, you can make your own init string. A couple of typical, simple exemples are (opzoeken, coorigeren):