There are example script for SMS modems with HTTP APIs in $OMD_ROOT/share/doc/check_mk/treasures/notifications, e.g. braintower or multitech.
Have a look at one of these, fit them to your needs to place the script in $OMD_ROOT/local/share/check_mk/notifications. Remember to also change the second comment line as this contains the name of the Notification Plugin in the WATO rule.