Some US cell phones work in Europe if you get authorization in advance from your provider. Telephone cards can be purchased at newsagents and tobacco stores to make inexpensive calls to America from payphones and sometimes from hotel rooms. Some cities have call centers for inexpensive international calling from their booths. Be wary of charging toll calls to your room. They can be expensive.
Your family can call you for pennies a minute in your hotel room using Skype or something similar. There is no charge for you to receive a call in your room. You might want to let your family know Italy is 7 hours ahead of Central Standard Time. So 2:00pm in CST is 9:00pm, for example, in Rome. If they call you at 9:00PM from CST, it will be 4:00AM in Rome.