OK, you need to enable ModemManager.service.
But first, according to the Arch Wiki, you’ll want to make sure that you have the following packages installed:
usbutils
usb_modeswitch
mobile-broadband-provider-info
nm-connection-editor
Install any that may be missing.
Then enter the following in a terminal:
systemctl enable --now ModemManager
Plug in your modem and see if it works.
(The wiki notes that you might have to reboot. Personally I’d just go ahead and reboot before plugging in the modem anyway.)