Most USB cellular modems present as a composite device containing (amongst other things) a modem and a network adapter. The latter shows up under the "LAN or High-Speed Internet" heading in Network Connections (and under Network Adapters in Device Manager).
I know how to initiate a data session on the modem interface using standard AT commands, but I am looking for information or documentation on (programmatically) using the network adapter.
My modems are a ZTE MF626i and a Sierra Wireless USB 301. I would happy with documentation that was either general in nature or specific to these modems.
Edited to add: I'm using Windows XP, so no Mobile Broadband API.
Assuming you're using Windows 7 or 8, you can use the built in Windows interface. Use the VID and PID to identify the device amongst the Windows Network Adapters (find the VID and PID manually by inspecting the network adapter properties in Windows Device Manager). Once you know the device, you can get the Windows device id programmatically.
Then use Windows Mobile Broadband API together with the device id to make data connections via the network adapter. http://msdn.microsoft.com/de-de/library/windows/desktop/dd323269(v=vs.85).aspx