Since my comments could arguably just as well be an answer:
Ignacio Vazquez-Adams is correct that the modem connector is an F connector. The connectors on the surge protector are the old British Belling-Lee TV aerial connectors, as found in Europe. The surge protector is clearly identified as being meant for connection to a television, not a cable modem.
The Belling-Lee connector is not used in the USA, for good reason: it does not have controlled impedance, so it is arguably not particularly suitable even for its typical application. It can reasonably be used for radios, but at the higher transmission frequencies used for television signals, reflections from the connector are a problem. Thus, the F connector is often used where this matters to the application, such as for cable and satellite TV.
The presence of the Belling-Lee connector on the surge protector suggests that it probably also does not have controlled impedance, and its RF characteristics are likely poor in general. You can try connecting the modem to it, but the latter will probably not work as it should (if at all) if you do so.
If I were you, I would not bother with surge protection for the cable modem. Buried cables are not as subject to lightning strikes as antennas, although admittedly the surge protector will have little chance of doing anything other than exploding anyway if your TV antenna is struck by lightning. If some terrible event befalls your cable modem because of a surge on the line, it is not the end of the world. The cable company will have worse problems to deal with in this situation than having to send you a new modem.