iPhone support is currently only done via a 3:d party software.
It is called RemoteCalendar and is availible through Appstore. Current version 1.0.2 is only supporting read of caldav-calendars, development has now stopped due to Apples announcement below.
Native CalDAVsupport in iPhone was introduced with software relase 3.0 in july 2009.
According to recent reports, native CalDAVsupport in iPhone OS 3.0 seems to work with the latest DaviCal release 0.9.7.
More on 3.0 software can be found here
Instructions for configuring the iPhone to use a DAViCal server are on the client configuration pages, here.