There's a Roland FP10 _Reference_ manual that might be helpful.
The FP10 _does_ have MIDI-over-USB capability, and it may have MIDI-over-Bluetooth capability.
Yes, I use my FP-10 as a midi controller for synths on an iPad using both usb and bluetooth connections. If you want to use usb then you need the Apple CCK ($40) or a clone like this one ($13)https://www.ebay.com/itm/264825063599
I have both an Apple CCK and that clone and they both work fine.
What OP seems to want is to send midi to the FP-10 to play its piano sound (which is what the Roland app does). I'm sure you could do this by playing a midi file in an app on an iphone or ipad (or any computer, really), but I haven't done it myself.
If you're downloading the midi file off the internet you can just as easily play it directly on whatever computer you download it from, it's not like the FP-10's sounds are much better than what you get from a piano vst on a computer. In fact, I would say that using the free piano soundfonts at https://sites.google.com/site/soundfonts4u/
is probably better sounding than playing the FP-10's own sound. On PCs and Macs you can download a free soundfont player and use those free soundfonts; if you're on iphone/ipad then you can buy this $3 Soundfonts app to play any of the soundfont files you download: https://apps.apple.com/us/app/soundfonts/id1453325077