I am really new to iPhone development. Currentlly I am setting up an option module for my application. The user should be able to edit some preferences.
My first approac
You might want to try InAppSettingsKit.
There is another option, you can use BaseKit (I'm the author)
Source repo https://github.com/brunow/BaseKit Example of settings http://blog.brunowernimont.be/2012/06/22/example_of_settings_controller_with_basekit.html
IF you want it just in your app, just use a tableView set to Group style. There are a lot of tutorials on TableViews
InAppSettingsKit as already recommended by @hennes is used for extending functionality that is already available.
If you add a Settings.bundle to your app then if it is correctly installed it will automatically show up in the Settings.app provided by Apple.