There is no audio input directly on the Sylphyo, nor Bluetooth connectivity (primarily for latency reasons), but there are a few things I can recommend you, having been doing this myself when practicing with iReal Pro and the Amazing Slow Downer.
You can play the backing track on the iPhone speakers or on Bluetooth speakers, and get an inexpensive battery-powered speaker with AUX input only (a bit hard to find, but generally all Bluetooth speakers tend to have outrageously high latency even with the AUX input).
But when I want to practice at the local park, I use a headset cable splitter, which has a male TRRS connector and a headphone and a mic female connectors at the other end.
With this, I plug:
the TRRS end into your iPhone,
your headphones or speakers into the headphone port of the splitter,
and a minijack cable connected to your Sylphyo into the mic port of the splitter.
Then, I use the Audiobus 2 app on my iPhone to monitor the mic input, so that I can hear the Sylphyo on the headphones, in addition to whatever play-along app I use.
It's not as straightforward as having a direct AUX input on the Sylphyo (which we might consider for a future version), but in practice its no big deal.
I always have my cables and headphones ready to use in my backpack, so I just have to plug the thing to my iPhone and Sylphyo, open Audiobus and my play-along with a few taps, and I'm good for hours of being the weird guy having fun blowing into a silent thing in the middle of the park :).