To answer your specific question:
1) Build a phase gate at one planet.
2) Build a SECOND phase gate at another one that is not a direct phase lane connection (i.e. has to normally go through at least two hops)
3) Select the fleet at one of the two planets, and issue a move order to the other planet (right click on it).
The fleet will approach the gravity well edge that is closest in a line toward the destination planet, even if there is no phase lane exit there, and then enter phase space at that point and proceed directly to the destination plaent.
Happy phasing!

-- Retro