The grid operator is responsible up to ISRA point, everything behind that is for the ISP/customer.
You should have gotten 2 cables and a small box with an rj11 outlet. You can open that box and connect the white/blue and blue wires shown in your picture on to that with a screwdriver.
Then use the DSL cable to connect the rj11 box to the ISRA. Inside your home you can then connect the Zyxel modem with the 2nd DSL cable. The RJ11 socket is a bit smaller than the RJ45 outlet you have there, but if you insert it in the middle it will make a connection with the white/blue and blue copper wires and you should have a working line.
Would help to first test if there is a connection on the ISRA itself before doing anything else though.