The driver acts as a translator. It tells Windows, "Ignore the CD-ROM emulation, activate the NDIS interface, and set up a virtual Ethernet connection." Without the driver, Windows only sees the virtual CD-ROM.
The E5372s is a . You connect to it wirelessly, just like you would to any home Wi-Fi network.
Right-click the Start button and select Device Manager . Look under "Other devices" or "Portable Devices." You will likely see "Huawei Mobile Broadband" with a yellow exclamation mark, or "Unknown Device."