If you want to use the ability to call or instance message from the AX client to a contact they you have to have a few things configured. Firstly have Office Communicator client, Lync client or Skype for Business client installed as the AX client uses a client side API to talk to that application. Then you need to make sure the contact is marked in the global address book as being able to use the instance message capabilities or have their relevant email address marked. This is a quick walk through of configuring the contact.
Cheers
Lachlan