That diagram indicates you would connect the RS-232 TX to pin 5 and the GND to pin 6 of the RJ-11, assuming that the pins on the Phoenix connector are numbered the same as those on an RJ-11.

Pins 1-4 of the RJ-11 / Phoenix connector (do you have that piece?) look like they are contact closure inputs for up/stop/down so you should be able to short those together (short 1-3 each individually with Pin 4 Common (aka Ground)) and figure out which end of the RJ-11 is which.