Are you trying to save files that sits on your desktop to the phone's
file structure through xcode? If you are talking about ActiveSync kind
of file transfer, then the answer is no. The iPhone (if you didn't
know yet) is a very close environment.

Now, that depends on why you want to do that. If you want to put a
file into the phone so your app can access it, then just put it along
with your app and you can reference it through NSBundle, like:

NSString *imagePath = [[NSBundle mainBundle]pathForResource:fileName ofType:@"png"];                
UIImage *image = [UIImage imageWithContentsOfFile:imagePath];

I've also put pre-built SQLite files along with the bundle so that app
can access them.