Ah. Ok, so what you will need to do is first of all put a parameter for your constructor that gives it the original list of numbers.
public PhoneBook(TreeSet<Integer> numbers)
The TreeSet class has a convenient constructor that will add all of the elements of a Collection into it in natural order (aka. sorted). Simply call that constructor, passing your numbers as a parameter and it will automatically create your new TreeSet with the numbers in it. On a side note, I'm not completely positive if it clones each element or just uses the reference, but because Integers are immutable, I don't think it matters here.
TreeSet<Integer> newSet = new TreeSet<Integer>(numbers);