I dont know what the telephone light means

Routers will not be able to show sync, modems do. Routers are dependent on modems. So if you want to check on the sync, you always would need to check on the dsl light or ready light on the modem. These lights indicates sync on most modems.

There are also modem/router combo devices, meaning these devices works as a modem and a router. Usually, for these devices, sync indicator is labaled dsl.