There is no way that I know to do it in Axure itself, BUT if you don't mind messing around with the HTML after you generate your prototype, you can make it work.
First, in Axure, go to the "Generate Prototype" screen and click on the Mobile/Device tab. Check the box for "Include Viewport Tag", and set your Width to "device-width" and User Scalable to "no" (these settings will most closely mimic a native app). Generate your prototype.
Then, just add the following code to <HEAD> section the "front" page of your prototype:
Note that you ONLY need to add this tag to ONE page in your prototype, not every page. This tag tells the iPad that the webpage is actually a "web app", and as such can be added to the homescreen and will load without Safari chrome when you click on the app icon. Now, all you need to do is navigate to that page of the prototype in Safari, click on the "send to" button, and select "Add to Home Screen".
<meta name="apple-mobile-web-app-capable" content="yes">
The displayed title for the Home Screen item will be the prototype page name, so choose carefully. By default, iOS will use a screenshot of the page in lieu of an icon, but you can customize that, too, by adding the following code to the <HEAD> section of the same page:
Then, simply add a 72x72px png image to the root prototype folder.
<link rel="apple-touch-icon" href="apple-touch-icon.png"/>
Note that you'll have to re-add the code to the prototype after every regeneration, but the image will not need to be re-added to the folder.
Let me know if you have any questions.