It appears that U-Connect uses Bluetooth technology to pair to the iPhone. The concept of connectivity is somewhat similar to wireless connectivity, such as when using a laptop and a wireless router at the house. The difference here is that bluetooth typically stops working when both devices (U-connect & iPhone) leave each other for distances greater than 30ft usually. This is the theoretical max distance supported by Bluetooth, although your mileage may vary.
Please use the following instructions to pair your iPhone with the U-Connect device:
On your iPhone, go to Settings -> General -> Bluetooth and slide it to "On". Once you have done so, you should see "Devices" with a circular progress meter to the right of it and, beneath it, you should eventually see the U-Connect device. Press this name for the U-connect device and follow the instructions from your U-connect manual to ensure all expected functionality is present.
From researching U-Connect, it appears that the vendors who have supplied this product have some bugs to work out as others have reported issues with syncing between it and their iPhone. Again, your mileage may vary. Within the instructions for the U-connect device, you should see any further details that may be required for the pairing to be successful, i.e. default password, etc.
Please let me know whether this helped or if I can be of further assistance.