In order to use DavMail with an iPhone, you need to install DavMail in server mode. This server should be available directly on the internet or through a Wifi connection. See Server setup for more information.
As mail data between your iPhone and DavMail travels on the internet, you probably want to switch DavMail to encrypted mode, see SSL setup
Once you have a working DavMail server, proceed to: iPhone Mail setup
Then sync your Exchange contacts: iPhone Carddav setup
And add your calendar: iPhone Caldav setup