Hi,
The DTU (sometime called DCE, sometime called DSU, sometime called "E1 modem") connects to router E1 port with a straight RJ-48c cable for 120 Ohm connections, or two coax cables for 75 Ohm connections. The specific depends on the DTU that you are being give by your service provider.
Note, the wire pairing for RJ48c is different from the one used for ethernet, but for short distances, is not a problem to use a regular ethernet patch cable. Cisco sells cables for the purpose, but usually these are not necessary.
Hope this helps, please rate post if it does!