i'm a beggineer too, so correct me if i'm wrong.
yes, MAC address is burnt into our NIC, more specific, it lies in the ROM. and we can use the command ipconfig/all in the command line, you are using windows. I'm not so sure about linux, because i never use one.
well, modem don't have any physical addressing. Many people says that modem are Layer 1 device in OSI Layer, where NIC are considered in Layer 2 device.
and for your additional information, we can burnt again and change our MAC address, of course this is using special device, to burn again in the ROM. But we have to change the 46'th bit, from 0 to 1.
or, we can use some software to do that, to change our mac address. Some people used this to tricky the ISP's. but i forgot what the name it is.
hope i'm not talking about nonsense here,