I have recently been reading an article here http://www.yesdevnull.net/2013/10/caching-server-2-and-ios-7-confusion/
The article is looking at how sometimes the caching server seems to not store iOS downloads. Following the advice in the article above worked great to get my iPhone using the server, as well as all other computers on my network. In the end a vital part was my configuration with VMware.
My settings for the machine are here: http://take.ms/bEj2Z This is what allowed my iPhone to start using the Caching Server, and with much greater control for backup and updating since everything is virtualized