Why wouldn't it? Helvetica and its variations are supported on iOS - I assume FileMaker can use those fonts (apart from all those issues with padding and alignment in FileMaker Go).
As far as I can tell, though, most Helvetica Neue Ultralight occurences from the earlier Betas have been replaced with the Light version since some people complained about legibility.
In any case, if this is a solution you plan to use on the desktop or non-Retina devices too, I would very much advice against using Ultralight since it looks very bad on devices with that can't handle hairline fonts unless you're using them on large elements like headings.
Well anyway, Helvetica Neu or Ultra Neue Ultralight seems not to work.
It just uses Hevetical instead.
Well, this is an FileMaker issue then - naturally Helvetica Neue is part of the iOS system fonts stack.
Just to be safe - you're night using Windows and some pirated variant of Helvetica? If so, it might differ from the iOS system version.