You plug the VM adapter (RJ11 plug to BT socket, which VM should supply you with) into TEL1 on the back of the Hub 3, then plug your phone into the adapter. This arrangement is designed to behave like a normal telephone socket for use with an ordinary telephone.
A lead with RJ45 won't connect the phone to the hub. TEL1 connection on the back of the hub is RJ11. The adapter is usually the most reliable way to avoid any issues with the internal wiring of the phone cables but does look a bit unsightly.