Welcome to the Fido Community!
The modem box should come with all components normally. I am really sorry to learn that wasn't the case for you. Not to worry though, we can certainly ship you the missing coax cable as long as the modem was shipped to you. If you picked it up in a store, you'd have to go back to them.
Which modem did you receive?
Let us know
Thank you for that information.
In this case, you would need to go back to the store.
They will be able to provide you with everything.
Keep us posted on what happens when you go to the store!