How do I create a preference pane for my app on Mac. Also, how do I make a preferences section for my app in the iPhone? Thanks for reading.
Your iPhone app needs a Settings bundle if you want to have your preferences in the system preferences.
http://developer.apple.com/iphone/library/samplecode/AppPrefs/index.html
You can create your own preferences view in your app on either platform. This is done by creating a view controller or window controller like you would any other view controller/window controller and you can use NSUserDefaults to store/retrieve the information you obtain from your user.
For the Mac, you may wish to consult Apple's Preference Panes guide.
To put settings inside your application you might want to consider mySettings, an open source (EPL) framework for doing much of the hard work. After making a small code contribution myself I decided against including the setting inside my app after all.