Basically, the process is simple with these USB modems. Make sure that the OTG cable is running fine and the USB modem is in good condition. Plug the modem to the Galaxy Tab and you will see a 3G connection. If it's not working, it means that the Tab does not have support for your modem. In this case, you should look for another USB modem.
On the other hand, try to check for firmware updates. Sometimes an update to firmware enhances compatibility with certain hardware.