Based on that picture, you are using the wrong cable.
You should be using a LAN cable (ethernet, cat5, network cable - all the same thing) between the WAN port on the modem(blue port) and the output of the black NBN box(that is called an NTD).
Currently you are using a phone cable which will not work.
You use the grey ''phone cord'' to plug your telephone into the ''phone1'' port on the back of the modem.
There is a good chance your NBN will self activate and start working.
Connect to the WIFI from the details on the bottom of the modem.
Please find an attached link for a guide to help you configure your modem.