I put a downloadable IOS build in my itch.io page. I try downloading it from my phone but nothing happens. Was it naive of me to think I could do this without paying something? Is it not possible?
No, it's not. iOS devices are locked down tight, and can only install anything from the official App Store. In fact, last time I checked you needed a paid developer account with Apple just to test your own game on your own device (as opposed to the emulator included with XCode), never mind distributing it.