If it is a forum like vbulletin, then its just a matter of flicking a switch in the admin to turn on the use of pda's able to read the board.

Wordpress and similar blog software can have them going in and going out via a program called 'magpie rss' which you install on the server along with the blog. There are a couple of others which make rss feeds into posts on the main page as well.

If you want a site that has no rss functionality then you can create them manually although they won't change content unless you physically update the feed, which isn't too much work since its all text. Something along these lines http://www.devx.com/xml/Article/10790