A "Feed" is a one way push of your Clio calendar events to a third party calendar. You can use a Clio Calendar Feed to view your Clio calendar on your iPhone.
To access the Calendar Feeds link in Clio, click on the main Calendar tab then click on the "Feeds" sub-tab. Find the link named "Your Calendar ics feed" and right click on it then select "Copy link address".
Paste the link into an email and send the email to an address that you can access from your iPhone. Open the email on your iPhone and click on the link.
You will then be asked if you want to subscribe to the calendar, and subsequently keep your iPhone up-to-date with your latest Clio appointments.