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.
A first try to connect iphone OS 3.0 to davical was, unfortunately, negative. This test was, however, not done with the latest version. We will test with the upgraded version next and report soon.
More on 3.0 software can be found here