I checked through the instructions which say this:
Connecting to Your Computer Plug the retractable USB of the modem to the USB port of your computer. Make sure that it is tightly inserted. If your PC runs a Windows operating system, it will automatically detect and recognize the modem and display a new icon in the taskbar, indicating that the PC and the modem have been connected properly. Software Installation On different operating systems, the software installation procedures may be different. Please follow the general guide below and the system prompts during installation. • For Windows XP, Vista and Windows 7 When you connect the modem to your PC correctly, the system automatically recognizes the modem as a new CD-ROM drive and launch the software installation wizard. If the system does not launch the installation wizard automatically, please start it by running the executable file in the new CD-ROM directory
Have you tried the above even though Windows 8 isn't mentioned?
I have the same problem whit Win 8 and ZTE MF680. I tried a lot of thing but i don't have solution. The funny thing that i have a much older modem from huawei and it works whit 8. But it is a lot slower so i am waiting for the Zte MF 680 WIN 8 driver......