Support for the AUX port is patchy. Best to start by making sure you are using the latest version (0.8.2 at present) as there has been some development done to broaden support for the AUX port in this version. Once you have this version running, open your topology and re-save it. That should put a value in your topology.net file that has a port number for AUX access. (Check your topology.net file to be sure - you should see a line that says something like aux = 2501)
Now that is not the whole story. It seems that not all platforms are equal. I have had best success connecting to AUX on 7200 images. But since 0.8.2, I've also been able to get a 3725 image (c3725-adventerprisek9-mz.124-15.T10.image) to work.
Is there a tutorial of how to connect to routers on a server remotely?
I mean, does what I'm asking about even exist?
I'm thinking of VPNing from work to my home network, and telneting to each single router in my server which's running GNS3.