I want the user to select a file from an iPhone and upload to an HTTP server.
Example: The GoodReader application has this feature in it.
How can this be done?
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You can’t get all the files stored on the phone.
As the comment from Stephen Darlington states, your app is sandboxed and can only get to the files stored inside your app.
You could register your app to be able to open PDF, txt, doc and other files that you are interested in sending to your server and then users would be able to open these documents in your app. Once the files are inside your app you could then use any number of ways to upload them.
Please read the documentation here about registering your app to understand file types:
Registering the File Types Your App Supports