As your questions was pretty vague I'm not sure what you already have.
If you have a web application then the icon on the mobile device is simply a URL shortcut. WIth the application open in the browser you click the option in the browser to bookmark it on the screen.
If you want to know how to write an on-device application then you need to get some training as that process is not answerable in a forum like this.
Apple's development environment is different than androids and blackberries.
You didn't say what device you were targeting.
Ramp up on any of this is months not weeks.