More words around the commands used, errors seen, tools involved, etc, please?
Why do I ask for that? This stuff works as expected here.
Here's what I did to get connected with a test server. First, get Apache going and enable WebDAV, both via Server Admin. Then (on the client) select Go > Connect To Server in Finder, and specify the WebDAV server via http or https as the target. The wheels spin for a bit as the connections are made, and Bob's Your Uncle.
I'm going to presume you have DNS going, but (if not) start there.