I don't know anything about iPhone, but I know ColdFusion wouldn't either and it wouldn't care.
As far as ColdFusion is concnerened it gets a request form a client, be that a web browser, an AIR application or a web service, and it builds the response it was coded to return.
So I think that only thing that matters is:
1) What methods does the iPhone support for communication with internet resources.
2) What format does the iPhone application want the resonse.