For this you need a program that uses TAPI, so when the user selects the phone number it will dial to it.
TAPI implementation can be a little confusing if you never programmed with it. Avaya has some (buggy) samples on how to do it, but basically it goes like this:
1. Initialize the TAPI object
2. Find out which address (= TAPI device) is the Avaya IP Phone one
3. Do whatever you want with it (Dial, transfer, conference, wait for incoming calls etc.)
One important thing: If you are working in a terminal server environment, you must purchase a CTI Link Pro license for IPO, since the TAPI driver is configured in the system level and not the user level. With CTI Link Pro you can control all the extensions on the IPO, with the free Lite you can control only one.