You don't (in fact you can't) configure anything to do with the console port on the PIX/ASA, unlike a router.
You need to be very careful with this because if anyone dials into this modem connection they'll have unauthorised access into the PIX, so make sure there's some sort of authentication on the dial-up connection itself. Without that it will be just like someone is on site with their laptop plugged directly into the console port, probably not what your client wants.
