I can't communicate (no response to commands) with the Multi-Tech cellular modem. I'm sending commands at 9600bps. Does this modem support autobaud?

The default for this modem is 115200bps and no auto-baud. This should explain your lack of response to commands. At default, the modem will respond only to commands at 115200bps. If you want to enable auto-bauding or change the data rate at which the modem will accept commands, then use the +IPR command.