This is possible, but to my knowledge has not been done yet with a Mendix app. This is not a trivial thing to build and (in my opinion) has limited value over including preferences right in your application's menu. Therefore I would not recommend pursuing it. 

However, if you still want to use a native settings menu, you would need to do the following:

• add files describing the different preferences available to your iOS build, with the options defined as they should appear in the settings app, as discussed here and here
• add a plugin like this to your application https://www.npmjs.com/package/cordova-plugin-iospreferences
• build a Mendix widget that can use the plugin to read your application settings into Mendix objects, so that you can use these preferences in microflows throughout your app