To begin, go to the Start Menu and click "Connect To";

Select "Set up a connection or network", near the bottom of the window;

Scroll down & select "Set up a dial-up connection";

Finally, enter 08456043047 as the phone number;
Enter your username & password (See here for details);
And enter a name for the connection. "Goscomb Dialup" has been used as an example.

For your convenience, you may use the checkboxes to enable the remembering of your password & allow other users on your computer to use the connection.