Playing a session file saved on an iPhone is reasonably simple. if you haven't followed the procedure outlined to save the session file on an iPhone, please read this article here
Search the iphone for the files folder, On some older iPhones this option may not be available. In this situation, you will need to download your session file on a computer or laptop and then transfer the file manually to your iPhone.
The file format is mp3, this format is playable on most devices and 3rd party browsers like Google Chrome and Firefox