In iOS the work with a web based services is very easy but on the other hand: need a "connection file".
it works like this:
the iphone has the info > sends it to a php/asp/asp.net/server side page, this page is taking (by "get" or "post") the info sent and than inserts it into the database, saves the file on the server and etc..
For reciving content from a web based service you also need a server side file to handle your trafic to the database, but now the output you get is in JSON.
you get back to the app an array (the file sends the array back) and than you use the array for handeling the conent you just got.
It may sound very hard but it is not as much as it seems. For your questions: there is not a way to connect directly through the app to a Cloud DataBase.
Now, when talking about owning a server and so: there are not so many companies which provide a cloud databse alone. but even if you get a cloud data base you can always host a domain somewhere cheap and the pages are only a few KB in weight any way...
And those files will be for connecting to the DataBase (The middle-men for the app).
That is a short explanation about connecting to web based services in iOS Developing.