I'm not sure the infrared port on the PCM2 is made for this purpose but of course I didn't check the manual yet.
With my phone, synchronization works pretty easy (although I don't need it because I have a "twin card", two SIM cards with the same phone number): I copy the content of the SIM card address/phone number memory to the PCM2 memory.
When I change the SIM card to a different number, the "old" phone numbers from the first SIM card are still there.
As Porsche doesn't offer a GSM phone on the US PCM2 (and I'll never get the idea why because it would be pretty easy to offer a GSM 850/1900 dual-band phone for the US instead of the GSM 900/1800 dual-band phone for most ROW markets), I suppose most US Cayenne owners aren't really interested in an address book synchronization.