Since the iPhone and iPad don’t include their own game controls if you are developing a game that requires classical controls your are going to have to code your own or use an open source library.
Fortunately for Cocos2D devs there is the SneakyInput library. I found a good step-by-step tutorial explaining the process of installing the SneakyInput library into your games, and making a game object move around with a SneakyInput joystick.
The tutorial is from Alex at Lumo Interactive and can be found here:
Moving a sprite with cocos2d and SneakyInput
A handy reference if you are just getting started with Cocos2D.
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