I have now gone through the above process again from scratch to find out what parts I didn't actually require.
1. To get ppp-go (via pppsetup) working, on either my external modem (on /dev/ttyS0) or now my pcmcia modem (on /dev/ttyS1) I don't need wvdial at all (however, ... instructions for using wvdial from Puppy OS work fine for me, though, on my computer, with my ISP, I still need to also do the configurations which I outline below).
2. My external hardware modem on /dev/ttyS0 works fine with the default modem initialisation settings provided by pppsetup. However my pcmcia modem wouldn't work with the default AT modem string values. Instead, I had to supply the following AT modem string (which also, incidentally, works fine with my external modem on /dev/ttyS0):
ATZ OK "ATQO V1 E1 S0=0 &C1 &D2 S11=55 +FCLASS=0" OK
I entered the above all on one line when asked (given the opportunity to) on running the pppsetup program. Note that pppsetup then automatically writes out the pppscript (and creates ppp-go), which results in the following line appearing in pppscript just prior to the atdt... dialing stanza:
"" ATZ OK "ATQO V1 E1 S0=0 &C1 &D2 S11=55 +FCLASS=0" OK
This is actually the default modem initialisation string which Puppy Linux version 2.17.1 uses for wvdial as it happens (though of course you don't need to use wvdial itself at all for ppp-go to work unless you want that dialer too).
(NOTE: Since the above modem initialisation string has always worked well with a variety of modems, I suggest that pppsetup is modified such that this is offered as the default modem initialisation string, since that would avoid a lot of newcomers a lot of potential difficulty).
3. This part probably doesn't effect most people. It depends on how your Internet Service Provider has ppp set up. In my case, I was getting the following ppp connect error:
. . .
Sent [PAP AuthReq . . .]
No response to PAP authentication-requests
. . .
sent [LCP TermReq id=0x5 "Failed to authenticate ourselves to the peer"]
Connection terminated
The solution, as I pointed out in my above post was to add the pppd option -am to the /etc/ppp/options pppd configuration file. I put that option immediately after the asyncmap 0 option line, on a separate line, as follows in this extract (don't forget the minus sign in front of the am). As I said, most people probably won't need or want this -am option though:
. . .
asyncmap 0
-am
. . .
Note that I didn't need to install or use "setserial" afterall (or any programs at all from Puppy Linux if I was simply wanting to use pppsetup and ppp-go [just needed the suggested modem initialisation string], though the wvdial program out of Puppy version 2.17.1 certainly works too [with, for the case of my ISPs ppp negotiation, the above -am line added to /etc/ppp/options] as described).
Hope this info helps someone.