This is a fairly common request but is outside the standard features of InfoPath.
It requires code to connect to the addressbook and then the form has to be full trust, meaning it has to be manually installed for every user so that it has the security to connect.
A better practice is to access Active Directory, this can be done codeless with a webservice, and will give you more information such as manager, or address, etc as long as that is in your Active Directory.