Thanks for the reply!
Currently I have a Blueprint-only project built using the Editor on Windows. What I did was just use the Launch button and choose my iPhone. So yeah I think the problem is there are no plugin executable for the device to run like you said.
I do have a Mac available.
So does that mean I need to open the project on my Mac. Add a dummy class to the project so it will build an Xcode project. Then do the build using Xcode? Or I can accomplish the same thing without too much hassle switching back and forth between Windows and Mac PCs. I've setup this Windows PC just for UE4 development since my UE4 experience on the Mac wasn't that great.