iPhone works with iCloud, Microsoft Exchange, and many of the most popular Internet-based mail, contacts, and calendar service providers.
You can set up a free iCloud account when you first set up iPhone, or later in Settings. See iCloud further on.
Set up an account. Go to Settings > Mail, Contacts, Calendars > Add Account. If you're setting up an iCloud account, you can also do that in Settings > iCloud.
You can add contacts using an LDAP or CardDAV account, if your company or organization supports it. See the Contacts section -> Ad Contacts.
You can add calendars using a CalDAV calendar account, and you can subscribe to iCalendar (.ics) calendars or import them from Mail. See the Calendar section -> Use multiple calendars.