A modal verb (can, could, may, might, must, shall, should, will, would) and a main verb:
they will (modal) come (main)
he might (modal) come (main)
modal verb and the auxiliaries be, have and have been:
They will (modal) be (auxiliary) listening (verb).
He might (modal) have (auxiliary) arrived verb).
She must (modal) have been (auxiliary) listening (verb).