I suppose it would have been more correct to state it's not a DSL connector, T1 port or WIC adapter. The fact is that on this particular SOHO device the port is simply another switched port. Any standard patch cable will work.
The WAN port can't be in the same network as the LAN. That would never work. The WAN port has a DHCP client, the LAN a DHCP server for starters.
The WAN port is the input to the router, the LAN may or may not have a convenience switch, most do.