The Autodiscover service simplifies the provisioning of your mobile device by returning the required system settings after you enter your e-mail address and password. By default, the Autodiscover service is enabled in Exchange Server 2007. Cellular telephones that have Windows Mobile® 5.0 and the Messaging & Security Feature Pack (MSFP) and later versions of Windows Mobile software  is supported. Active sync works on the Exchange Direct Push technology.

Understanding DirectPush
http://technet.microsoft.com/en-us/library/aa997252.aspx
You should set this in Exchange Client access Servers(CAS)

Set-ActiveSyncVirtualDirectory -Identity “COMPUTERNAME\Microsoft-Server-ActiveSync (Default Web Site)” -ExternalURL “https://servername.com/”

OR

New-AutodiscoverVirtualDirectory [-Server ‘ServerIdentity’]
[-WebSiteName ‘WebSiteName’]
[-BasicAuthentication <$true | $false>]
[-DigestAuthentication <$true | $false>]
[-WindowsAuthentication <$true | $false>]

http://technet.microsoft.com/en-us/library/aa997473.aspx

Need to make sure thatAutodiscover SRV record is added to the Internet DNS

 Service: _autodiscover
Protocol: _tcp
Port Number: 443
Host: mail.domain.com