I’ve just created a blog and tried to set it up on the WordPress iPhone app, so I can post things on the go. However, it asked me to enable XML-RPC in the setting, which I unfortunately couldn’t find. Could you please help me with this?

You need to set the XML-RPC publishing protocols within your blog not your iPhone. Please do the following:

Go to the Dashboard of your Blog
Select settings > Writing > XML-RPC  Enable the WordPress, Movable Type, MetaWeblog and Blogger XML-RPC publishing protocols. > Save Changes