Connection of center tap for Ethernet transformer

Arrrgh, another one of those data sheets that don't tell you what you need... I guess we have to read between the lines: Note 4 on p. 49 says that the transformer draws additional current on the 3.3 V rail, so I guess this is the way to go...

There may be differences among various types of PHYs, and I wasn't able to find better information for the exact type you mentioned, but it is very common to connect the center tap (CT) to the supply rail that is also powering the PHY itself (e.g. 3.3 V). A bypass capacitor from the CT to GND (0.1 uF, ceramic) should be used to provide a low-impedance source for transient currents.

Click here for a detailed application note for a similar PHY. It might be worth giving it a try...

See this app'note for some different types of PHYs with more options (cf. Fig. 2) and indeed a connection of the CT to the internal regulator.

In figure 3 of this appnote the connection to the magnetics is shown for the KSZ8041.

0.1uF to ground? Just going from this circuit from this article on circuit cellar.