I found my connector in the glove box up high..... it is a stupid place. There is a short 6 or 8 inch adapter cable that you need to have and should have come with the car... at least that is the way it was in the 09 models. I have since bought an 8' extension and relocated the connector.

 

I'm not aware of an iPhone connector. There's iPod integration, but as of the iPhone and iPod touch units I understand the connector on the devices have changed. You may need an adapter to mate an iPhone to the MyGig.

There should be one cable with the car. One end of that jacks into the glovebox. (There's a jack near the middle, top edge, facing downwards. The other end is for iPods.