As I recall, callback features on modems are generally features in the modem and not in the OS. So, if your modem is callback capable, then you set this up using modem commands. This is the only way I have set up call back in modems, BTW. This is also more secure. You don't want the OS involved in callback if you can do it another way. In other words, it is good to make the modem the gate vs. the OS. So, I've only done this with embedded modem commands.
Perhaps others have done this in with platform scripts?