Hello,
1. Make sure that iPhone device is connected to Parallels Desktop (iPhone is checked in the "USB devices" list under "Parallels Desktop menu - Devices - USB")
2. Make sure that "iTunes Outlook Addin" is chosen in the "Tools - Options - Other - Advanced Options - COM Add-Ins" list in Outlook.
3. Open iTunes, choose the "iPhone" at the "Device" list, choose the "Info tab" for iPhone. Make sure that the "Sync contacts from Oulook" and "Sync calendars from Outlook" checkboxes are selected.