You seems to have a bit of misunderstanding. At first, if you can connect to the internet, then you already have drivers for that modem, and they're working. The drivers have nothing to do with making phone calls via modem, they're only provide networking.
I guess you have GSM modem, right? Hypothetically you can do calls with AT commands, but I'm pretty sure, you wouldn't want doing that by hand ☺ You can try Modem Manager GUI. Or you could try to get to work the app, which is shipped with modem, through wine. I think, there should be a way to get it work, because working with GSM modem from the user level boils down to sending AT commands with data into a serial port (COMx in Windows, also there's nothing wrong with the fact that the modem is actually USB — it's just virtual serial port being created). Though I think it could be not that easy.
Consider also sending a mail into ZTE of why aren't they ship the GNU/Linux GUI. Be intrusive — the more attention everyone brings, the more possibility they would start building GNU/Linux GUI too.
And just for the check: no, you can't install drivers with wine. Wine supposed to be a user level app. Specifically for Windows network drivers, there's ndiswrapper, though.