I think one was used in the film War Games, but can't recall clearly.
https://de.wikipedia.org/wiki/Akustikkoppler#/media/File:Acu...
I had one for my C-64.
Can you further explain the difference in your example? I assume you mean that the bulk of the dial-up data was sent over non-audible ranges? Ie, we couldn't hear the actual data transfering, but we could hear the monitoring tones?
Sound is different of audio signal.
Audio signal is whatever way you arrange to represent signals in the audio range of frequencies and, usually, dynamic rang. Sound is a physical phenomenon caused by variation of pressure on air that we can listen to.
So, the transfer was usually done by audio signals, transmitted electrically via copper wire (and, sometimes, magnetic coupling in some modems). You could, of course, convert these audio signals to sound by picking up the phone (or wiring the modem to the sound card), but this was just for you to listen to. The communication was not depended on sound itself.