When did you get the dobot? If it was before March and has a green PCB board, then you need to solder the bluetooth module, check out this tutorial: http://www.dobot.cc/tutorial.html
And note that you can only use the bluetooth to control the dobot under Android4.0, the later version is not supported. But you can use the latest ios to control it.
The device name under Android is BT04 I remember, and the password is 0000 or 1234, both will do. You can connect to dobot the instant you open your bluetooth on your iPhone, no need to find the device and no need password.