I've unscrewed the actual connection, but not sure how to get the rest off.
Hi @Tess4,
Thank you for your question and welcome to the Bunnings Workshop community.
I would suggest you have a look through this best advice article, Is it safe to remove an old telephone jack from the wall?
While telephone lines are low voltage, it should be noted that they still carry a current when active and should be treated as such. If you wanted to remove it, you should be certain that it is inactive before doing anything to it.
If you are not confident that it is inactive, I'd suggest having an electrician carry out the job for you.
It is likely that they will pop the cover plate off using a screwdriver to reveal its fixings underneath, then unscrew it, tape up the inactive wires and push them back into the wall.
Let me know if you require further assistance.
Jacob