RJ 11 plugs are phone connectors.
RJ 45 plugs are Ethernet connectors.
You cannot link one to the other. You need to either run an ethernet cable from where your cable services comes into your home, or, have an electrician come out and run the cables through the walls. Ethernet cables have shielding and either things protecting the wires inside of it from crosstalk and other things that would destroy the data going through that cable. Phone cables have no such things.