In Windows, go to the software that you use to establish connection and look at the configuration data. Note those setting somewhere so you have access to and then switch the SIM/modem to the Mac OSX. Start the same software (but for Mac OSX now) and add all the settings you've found on the Windows machine.
If it works on Windows, there shouldn't be any reason why it won't work on Mac OSX as well, except when the software that you use is actually incompatible with the OS.