Hey there!
Here’s that email you sent to yourself from the Windows 10 Phone Companion app. Remember to open this email on your iPhone or iPad and go to the link to install the OneDrive app.
Download OneDrive for iPhone or iPad: http://go.microsoft.com/fwlink/?LinkId=536469
Then, go back to the Phone Companion app on your PC and follow the rest of the steps. Once the OneDrive app is on your iPhone or iPad, just make sure you sign in to the app with the same Microsoft account you use on your PC. Then your stuff will be in sync without you having to do anything.