Hi there and welcome
On the iPhone, can you hold the home and power buttons for about 10 seconds until you see the Apple Logo, then release.
Let the iPhone restart and then try to connect and tell me if it now connects please.
ok, can you remove the battery from the Nikon, wait 5 minutes and then put the battery in and then try to connect
Let me know the results please.
Do you have the wireless mobile utility app from Nikon installed on the Phone?
Are you undertaking the steps exactly as specified here?
Please let me know.
Its the same whether they have built in wireless or not, apart from connecting the adapter.
The link you gave is to the manual I am showing you...