|The RJ45 port is an Ethernet port for a Local Area Netwrok and will not work with the telephone cable.|
What you need is an analogue modem which will have an RG11 socket.
Depending on the Model of your laptop and you may be able to get an internal analogue Modem other wise it is an external Modem. Analogue modems for laptops are getting very rare.
BTW: Get rid of the upper-case. It is considered shouting and people don't like be shouted at.