Howdy!

1.) There is not need to send them somewhere else than your OWN Modem.
2.) I know of no way to send such command to another computer.

You COULD hack something up like a server on the remote machine, that would accept connections from your machine and then send the command to the modem on the remote side, but what for???

The Hayes AT Comamnds are the "language" you use to talk to your Modem and tell it what to do. Like to dial (ATD) ot ro hangup (ATH) or stuff like that...