proteus does not have a phone model, but this is what you can do.
pick the com-pim model in proteus
get a usb to serial converter cable for the phone you are using
insert the cable into the system
check the com port number in device manager, if grreater than 4, reset it to something between 1 and 4
double click on the com-pim model in proteus and enter the name of the com port and the required baud rate of the gsm
connect the com-pim to your controller (note TX to TX, RX to RX, i guess that is a mistake)
run your simulation
All under heaven