I assume you mean how do I set up MobileMe to do this.
At work, I make changes to my Outlook calendar. In the Control Panel there is an icon for MobleMe, which I suppose arrived when I put iTunes on my computer? Not sure, actually, which is a little annoying now that I think about it. Anyway, that icon is for a configuration program, for which I have selected an option to send it to the system tray where I can see it when I want. You can choose there what to sync and whether to do it manually or automatically. I have selected manually because this configuration program really, really wants Outlook to be my default mail and calendar program, which isn't an option for me. But if Outlook is your default, it can work in the background. When it syncs, it sends your changes from your Outlook calendar (and contacts if you wish) to the MobileMe calendar. (I don't synchronize my Outlook Contacts with MobileMe for reasons that probably don't matter here.)
My iPhone is set up to synchronize to MobileMe for its calendar and contacts, rather than to sync through iTunes to iCal on the desktop. You make that choice by adding your MobileMe account to the email portion of settings on the iPhone and choose there what you want synced to MobleMe. iTunes on your master computer detects the change and honors your wish to sync to MobileMe instead of to the desktop via iTunes. MobileMe pushes the changes from Outlook or iCal to the iPhone automatically as they are made. I do not try to synchronize my iPhone to iTunes at work. I fooled around with some workarounds to make it possible, but I gave up because I kept having trouble keeping applications straight.
MobileMe also automatically synchronizes my iCal and Mac Contacts at home too. I can't remember where I set the option for that to happen. Might have been on the Mac, but it could have been in MobileMe over the web.
Anyway, this all works fine for me. Any change made on my home Mac, iPhone, or on the calendar directly in MobileMe appear automatically on all three. And after I manually synchronize my calendar with MobileMe at work, those changes are also propagated automatically to my iPhone, Mac and my MobileMe account.
Hope all that is clear. If you have more questions, ask away. It seems complicated as I write it, but it really turns out to be simple.