Yes, this is horribly confusing-which is why we’re focusing only on the Android app. But there is a Photos Companion app for iOS, authored by Microsoft, that allows you to send photos from your iPhone to Windows. Note, too, that the Your Phone Companion app is different from the apparently defunct Phone Companion app that originally launched with Windows 10. My colleague Brad Chacos said that Your Phone reported that Apple’s iOS could only send webpage URLs from the phone to Windows. Unfortunately, there doesn’t seem to be a Your Phone Companion app for iOS.
Microsoft will send a text to your phone with the download link inside of it. The Your Phone Companion for Android can either be downloaded via the link, or you can enter your phone number into the Your Phone app. Setting up Your Phone may require you sending a link to your phone to download the Your Phone Companion app. In beta builds leading up to the Windows 10 October 2018 Update, a shortcut to the Your Phone app appeared on your PC’s desktop, and it seems to appear post-release as well. On Windows, the Your Phone app should be immediately apparent.