Assuming you’ve upgraded to full fibre/FTTP, Openreach or CityFibre will come and install a new box on the wall called an ONT (Optical Network Terminal).
The cable, (a cat 5e ethernet cable), is to connect your router to that, as it is an entirely different cable type to the one used for the old telephone master socket used with part fibre/FTTC.
It also uses a different socket on the router, but the existing router will work once setup properly.
