When the system is switched off, by all means turn the power off at the wall, but do leave the plug in as this maintains the earth connection for the system and will help to prevent damage from static charges. If you have a modem, this needs to be connected to a telephone socket. You will need to bring a telephone socket or extension to within a meter or so of the system. Extension leads and adaptors are widely available. Before connecting up, ensure that your telephone extension is not being overloaded.
Every device connected to the line imposes a loading or 'REN' on the line.
The REN for each device should be written on a label somewhere on it, and the total of these numbers for all the connected devices must not exceed 4. So if you already have 2 phones, a fax machine and an answering machine, you could have problems. Remember that whilst you are unsing the Internet, the phone line will not be available for other purposes, so if this is important to you, consider a second line. Phone lines are also another source of electrical interference to you system. Some of the surge protecting extension blocks refered to above also have connections for a telephone line.