Thank you for your post.
Besides accessing a FileMaker Pro file locally, FileMaker Go can also access a file hosted by either FileMaker Server or FileMaker Pro.
To use WebDirect, the FileMaker file must be hosted by FileMaker Server only, but this allows users without FileMaker Pro/Go to access the file via a browser.
To develop database files, you must have FileMaker Pro. Once the database file is developed, you can then copy the file to the iOS device (iPhone in your case), or you can have the iOS device access the hosted file via Wi-Fi or 3g networks.
Let me know if you need additional clarification.