This is DSL. Verify that your modem is indeed DSL. You should be able to use a standard phone cord, both end with RJ11, and plug that sucker into the WAN port. A RJ11 plug will go into an RJ45 jack, just do it carefully to make sure the skinny plug is CENTERED as you shove it in, must get a solid click.
P.S. Re-reading your post, am suspecting this Xiomi is not a DSL router. You must connect a DSL modem/router from the ISP wall outlet, and THEN you can connect the Xiomi behind it.