I need some information on how to establish the Internet gateway to the GPRS network? Will I need some service provider to make this system possible or is it just to buy the MultiModem and insert a SIM card and then it works?

Here are some requirements in order for your setup to work:

1) Your provider must support GPRS connection
2) Your SIM must subscribe to a GPRS data plan
3) Your provider must provide you a public IP address when the ethernet modem is connected to their network
4) Your provider must support inbound access to their IP address and network so you can access your device from the Internet.