Many cellphones have an AT-command-set-compatible modem built in. Which means the phone behaves very much like a conventional serial modem. The connector goes into one of your computer´s serial ports.
You´d possibly need the right protocol configuration file for this phone ("modem description" for MacOS) if your system can´t work with the phone right out of the box. Try to get it from the phone´s manufacturer (if it didn´t come with the phone or the cable). It´s quite possible that several phones from the same manufacturer use the same modem commands, so you may not need an exact match.