These days is mostly cat 5e/cat 6 for the LAN, maybe some optical fiber The WAN connection could be a multitude of thing's although, again, you'd expect it presented as either cat5,6/rj45 or fiber optic.
RJ45 do terminate network cables. The process of wiring them requires a crimping tool and a UTP cable stripper. The former for trimming the end of the cable and squeezing the RJ45 after connecting. The latter helps in stripping the jacket of the cable.
A male RJ45 plug is specifically designed to fit an RJ45 socket. You would need a device that takes both allows you to plug both coax and an RJ45 connector into it. Perhaps a cable modem? Kind regards, Gareth
No, a conversion can not be made due to the different size of cables that each terminal end uses. An RJ45 uses a Cat , 8 wire cable where as a RJ11 uses a smaller 4 wire cable. The sockets for the RJ45 will be too wide to allow a RJ11 connector to securely connect to it.