Hi Mayur,
In one of my projects, we did AVAYA CTI integration with SAP CRM. we do not have to do much set-up from CRM side instead most of the settings are done at Avaya side. It will be better if you can discuss your requirements with your Avaya network specialist.
From CRM side, all you need is to define and RFC connection to Avaya and then assign the URL for Avaya interface in CRM. (That URL is provided by your network team). Once this is done, you need to define your CMS profile and assign that to IC agent business role.
Testing of CTI integration is extremely important step and we need to do rigorous testing to ensure all the settings done at Avaya side are working fine.
Hope this helps.
Regards,
Divya