(Need Help) Flashing rom, modem, and recovery

HI many name is Sameer. I bought Samsung S4 from a dealer who sells unlocked and rooted phone.
HE said to me its from outside and its unlocked plus rooted. so i was glad its rooted and unlocked now the problem is i dont see the super su app on the phone but i can use apps that require root access.(weird)
Now when i used to use htc explorer (pico) I never had to install any modems or some baseband thingy so i'm a little confused here.
Goals; I want to install this Rom: JFLTE-GPE
This rom requires latest modem and twrp
Twrp is no biggy i can install it using twrp manager, but i don't know if i can install a modem and i don't even know if i even have to cuz the guy who gave me(mobile) must have installed some modem to make my domestic sim work i live outside US
I want someone to help me on how to install modem and to tell me weither i have to install one or not.
Also i want to know if i install the rom will my device lock and i won't be able to use my domestic sim
I know there are a lot of guides out there, i'm here cuz i couldn't figure them out.
Forgive me for my bad English.

SS of about device for all the info: Screen Shot